+104.0%
TYL vs SONY
+276.5%
-172.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -8.6% | -4.9% | -3.7% | -6.9% |
| 30D | +7.5% | -1.6% | +9.1% | +8.2% |
| 3M | +10.9% | +10.0% | +0.9% | +7.2% |
| 6M | -6.7% | +8.4% | -15.1% | -10.0% |
| YTD | -24.5% | -8.4% | -16.1% | -22.7% |
| 1Y | -38.6% | -18.4% | -20.3% | -34.8% |
| 3Y | -12.6% | +41.0% | -53.6% | -26.7% |
| 5Y | -28.2% | +9.3% | -37.5% | -34.4% |
| 10Y | +104.0% | +281.7% | -177.7% | +31.4% |
| All | +104.0% | +276.5% | -172.5% | +31.4% |
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