-16.5%
SOUN vs TCOM
+79.0%
-95.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -7.1% | -4.9% | -2.2% | -6.2% |
| 30D | -15.4% | -14.4% | -1.0% | -12.8% |
| 3M | -10.6% | -17.7% | +7.1% | -7.4% |
| 6M | -19.6% | -25.1% | +5.5% | -15.1% |
| YTD | -37.2% | -45.7% | +8.5% | -30.1% |
| 1Y | -57.1% | -47.9% | -9.2% | -51.9% |
| 3Y | +178.2% | +8.9% | +169.3% | +191.5% |
| All | -16.5% | +79.0% | -95.6% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling