+168.8%
TYL vs SONY
+376.6%
-207.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +3.5% | +6.1% | -2.6% | +1.3% |
| 30D | +26.9% | +12.2% | +14.7% | +21.8% |
| 3M | +33.8% | +15.3% | +18.5% | +27.2% |
| 6M | +28.8% | +34.3% | -5.5% | +15.6% |
| YTD | -7.9% | +5.7% | -13.6% | -10.4% |
| 1Y | -9.8% | -2.3% | -7.4% | -10.0% |
| 3Y | +1.2% | +67.1% | -66.0% | -20.1% |
| 5Y | -22.8% | +13.0% | -35.8% | -30.5% |
| 10Y | +168.8% | +372.1% | -203.3% | +62.4% |
| All | +168.8% | +376.6% | -207.8% | +62.4% |
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