+42.9%
TXG vs SONY
+42.2%
+0.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.6% |
| 7D | +9.5% | -2.7% | +12.2% | +10.7% |
| 30D | +18.8% | +1.5% | +17.2% | +17.3% |
| 3M | +136.1% | +13.0% | +123.1% | +119.2% |
| 6M | +235.2% | +11.2% | +224.0% | +211.8% |
| YTD | +320.5% | -6.6% | +327.2% | +328.8% |
| 1Y | +425.2% | -18.1% | +443.3% | +474.6% |
| 3Y | +42.9% | +42.1% | +0.8% | +18.7% |
| All | +42.9% | +42.2% | +0.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling