-71.4%
SOUN vs TCOM
-39.6%
-31.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +3.8% |
| 7D | -2.7% | +10.7% | -13.4% | -5.9% |
| 30D | -26.5% | +10.1% | -36.6% | -28.8% |
| 3M | -33.6% | -8.9% | -24.8% | -31.5% |
| 6M | -54.4% | -19.2% | -35.2% | -50.5% |
| YTD | -56.7% | -40.6% | -16.0% | -52.8% |
| 1Y | -71.4% | -39.0% | -32.4% | -69.5% |
| All | -71.4% | -39.6% | -31.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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