+20,639.1%
TXN vs SONY
+514.2%
+20,124.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.7% | -4.9% | +7.6% | +4.6% |
| 30D | -6.7% | -1.6% | -5.1% | -6.3% |
| 3M | -8.9% | +10.0% | -18.9% | -13.0% |
| 6M | +34.7% | +8.4% | +26.3% | +28.8% |
| YTD | +53.3% | -8.4% | +61.8% | +56.0% |
| 1Y | +45.0% | -18.4% | +63.4% | +53.8% |
| 3Y | +73.1% | +41.0% | +32.1% | +44.9% |
| 5Y | +59.9% | +9.3% | +50.6% | +45.9% |
| 10Y | +415.7% | +281.7% | +134.0% | +183.6% |
| All | +20,639.1% | +514.2% | +20,124.8% | +7,660.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling