-16.3%
SOUN vs TDY
+30.5%
-46.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.3% |
| 7D | -6.8% | -1.9% | -5.0% | -5.2% |
| 30D | -15.2% | -12.5% | -2.7% | -4.7% |
| 3M | -7.0% | -0.8% | -6.2% | -6.3% |
| 6M | -20.5% | -9.0% | -11.5% | -13.9% |
| YTD | -37.0% | +16.8% | -53.8% | -45.8% |
| 1Y | -55.3% | +9.5% | -64.8% | -59.1% |
| 3Y | +173.0% | +45.4% | +127.6% | +100.7% |
| All | -16.3% | +30.5% | -46.7% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling