+178.2%
SOUN vs TDY
+46.9%
+131.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.6% |
| 7D | -7.1% | -1.1% | -6.0% | -6.0% |
| 30D | -15.4% | -12.0% | -3.4% | -3.1% |
| 3M | -10.6% | -3.2% | -7.4% | -7.5% |
| 6M | -19.6% | -7.9% | -11.8% | -12.8% |
| YTD | -37.2% | +18.2% | -55.4% | -49.7% |
| 1Y | -57.1% | +6.7% | -63.7% | -60.9% |
| 3Y | +178.2% | +47.5% | +130.7% | +58.5% |
| All | +178.2% | +46.9% | +131.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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