+12,412.3%
TYL vs SONY
+543.6%
+11,868.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.5% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | +18.7% | +9.4% | +9.3% | +15.6% |
| 3M | +18.1% | +10.5% | +7.7% | +14.6% |
| 6M | -1.1% | +11.7% | -12.8% | -4.9% |
| YTD | -19.8% | -4.1% | -15.7% | -19.4% |
| 1Y | -34.3% | -11.8% | -22.5% | -32.6% |
| 3Y | -8.2% | +45.9% | -54.1% | -20.5% |
| 5Y | -25.4% | +16.3% | -41.7% | -31.1% |
| 10Y | +115.6% | +297.6% | -182.0% | +35.7% |
| All | +12,412.3% | +543.6% | +11,868.7% | +5,739.5% |
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