+48.3%
SOUN vs TEM
+60.7%
-12.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -4.1% | +3.2% | -7.3% | -5.1% |
| 30D | -18.1% | +23.5% | -41.6% | -25.0% |
| 3M | -12.3% | +32.3% | -44.6% | -22.2% |
| 6M | -18.6% | +23.0% | -41.6% | -26.4% |
| YTD | -34.1% | +8.9% | -43.0% | -38.0% |
| 1Y | -57.0% | -19.9% | -37.2% | -55.7% |
| All | +48.3% | +60.7% | -12.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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