+419.8%
TXN vs SONY
+293.1%
+126.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.1% |
| 7D | +4.0% | -2.7% | +6.7% | +5.1% |
| 30D | -2.9% | +1.5% | -4.4% | -3.7% |
| 3M | -9.1% | +13.0% | -22.1% | -14.6% |
| 6M | +36.6% | +11.2% | +25.4% | +28.7% |
| YTD | +57.5% | -6.6% | +64.1% | +59.8% |
| 1Y | +49.5% | -18.1% | +67.7% | +60.4% |
| 3Y | +76.5% | +42.1% | +34.5% | +42.1% |
| 5Y | +62.4% | +11.0% | +51.3% | +43.7% |
| All | +419.8% | +293.1% | +126.7% | +180.4% |
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