-12.4%
SOUN vs TEL
+73.2%
-85.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -0.8% |
| 7D | -4.1% | -1.4% | -2.6% | -2.9% |
| 30D | -18.1% | -4.9% | -13.2% | -14.5% |
| 3M | -12.3% | +0.1% | -12.4% | -13.2% |
| 6M | -18.6% | +0.4% | -18.9% | -23.1% |
| YTD | -34.1% | -8.9% | -25.2% | -31.7% |
| 1Y | -57.0% | -0.3% | -56.7% | -60.0% |
| 3Y | +185.7% | +67.6% | +118.0% | +56.2% |
| All | -12.4% | +73.2% | -85.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling