+178.2%
SOUN vs TDG
+52.1%
+126.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -7.1% | -1.9% | -5.3% | -6.1% |
| 30D | -15.4% | -7.7% | -7.7% | -11.4% |
| 3M | -10.6% | -9.3% | -1.2% | -6.1% |
| 6M | -19.6% | -9.4% | -10.3% | -15.9% |
| YTD | -37.2% | -14.3% | -23.0% | -32.3% |
| 1Y | -57.1% | -11.8% | -45.2% | -54.7% |
| 3Y | +178.2% | +52.0% | +126.2% | +63.7% |
| All | +178.2% | +52.1% | +126.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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