-13.6%
SOUN vs TCOM
+79.8%
-93.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -0.7% |
| 7D | -4.4% | -10.2% | +5.8% | -2.4% |
| 30D | -13.1% | -16.8% | +3.7% | -10.0% |
| 3M | -7.7% | -16.7% | +9.0% | -4.7% |
| 6M | -21.2% | -27.1% | +5.9% | -16.3% |
| YTD | -35.0% | -45.5% | +10.5% | -27.7% |
| 1Y | -56.4% | -45.9% | -10.5% | -51.4% |
| 3Y | +181.7% | +9.8% | +172.0% | +194.9% |
| All | -13.6% | +79.8% | -93.4% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling