-59.4%
TXG vs SONY
+9.6%
-69.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.1% |
| 7D | +9.5% | -2.7% | +12.2% | +11.5% |
| 30D | +18.8% | +1.5% | +17.2% | +16.5% |
| 3M | +136.1% | +13.0% | +123.1% | +110.4% |
| 6M | +235.2% | +11.2% | +224.0% | +199.1% |
| YTD | +320.5% | -6.6% | +327.2% | +332.3% |
| 1Y | +425.2% | -18.1% | +443.3% | +497.8% |
| 3Y | +42.9% | +42.1% | +0.8% | -7.9% |
| All | -59.4% | +9.6% | -69.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling