-16.5%
SOUN vs TEL
+79.1%
-95.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -3.8% |
| 7D | -7.1% | +1.6% | -8.7% | -8.6% |
| 30D | -15.4% | -0.7% | -14.7% | -15.4% |
| 3M | -10.6% | +2.4% | -13.0% | -13.4% |
| 6M | -19.6% | +4.1% | -23.8% | -26.9% |
| YTD | -37.2% | -5.8% | -31.4% | -37.1% |
| 1Y | -57.1% | +0.9% | -57.9% | -60.3% |
| 3Y | +178.2% | +72.6% | +105.6% | +47.6% |
| All | -16.5% | +79.1% | -95.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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