-38.6%
TYL vs SONY
-18.5%
-20.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -8.6% | -4.9% | -3.7% | -7.5% |
| 30D | +7.5% | -1.6% | +9.1% | +8.1% |
| 3M | +10.9% | +10.0% | +0.9% | +8.8% |
| 6M | -6.7% | +8.4% | -15.1% | -7.9% |
| YTD | -24.5% | -8.4% | -16.1% | -24.9% |
| 1Y | -38.6% | -18.4% | -20.3% | -38.2% |
| All | -38.6% | -18.5% | -20.2% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling