+30.0%
TXG vs SONY
+106.3%
-76.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.2% |
| 7D | +9.5% | -2.7% | +12.2% | +11.3% |
| 30D | +18.8% | +1.5% | +17.2% | +16.7% |
| 3M | +136.1% | +13.0% | +123.1% | +112.8% |
| 6M | +235.2% | +11.2% | +224.0% | +202.9% |
| YTD | +320.5% | -6.6% | +327.2% | +330.7% |
| 1Y | +425.2% | -18.1% | +443.3% | +488.6% |
| 3Y | +42.9% | +42.1% | +0.8% | +1.1% |
| 5Y | -62.8% | +11.0% | -73.9% | -68.5% |
| All | +30.0% | +106.3% | -76.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling