+179.1%
SOUN vs TCOM
+7.1%
+172.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -6.8% | -6.5% | -0.3% | -4.5% |
| 30D | -15.2% | -16.2% | +1.0% | -9.8% |
| 3M | -7.0% | -19.3% | +12.4% | -0.2% |
| 6M | -20.5% | -27.2% | +6.7% | -11.2% |
| YTD | -37.0% | -46.2% | +9.2% | -22.9% |
| 1Y | -55.3% | -46.6% | -8.7% | -45.1% |
| All | +179.1% | +7.1% | +172.0% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling