+1.8%
TYL vs SONY
+63.5%
-61.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | +21.1% | +11.1% | +10.0% | +18.0% |
| 3M | +28.9% | +14.7% | +14.3% | +24.8% |
| 6M | +42.0% | +18.8% | +23.2% | +35.9% |
| YTD | -6.6% | +5.7% | -12.3% | -8.4% |
| 1Y | -9.1% | -8.1% | -1.0% | -8.1% |
| 3Y | +1.8% | +64.0% | -62.1% | -6.1% |
| All | +1.8% | +63.5% | -61.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling