-16.5%
SOUN vs TD
+99.9%
-116.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -7.1% | -0.5% | -6.6% | -6.6% |
| 30D | -15.4% | -1.9% | -13.5% | -13.9% |
| 3M | -10.6% | +4.8% | -15.3% | -15.4% |
| 6M | -19.6% | +28.0% | -47.6% | -38.7% |
| YTD | -37.2% | +30.3% | -67.5% | -52.9% |
| 1Y | -57.1% | +59.8% | -116.8% | -74.1% |
| 3Y | +178.2% | +124.7% | +53.5% | +15.8% |
| All | -16.5% | +99.9% | -116.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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