-16.3%
SOUN vs TKO
+240.7%
-256.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -6.8% | +0.1% | -6.9% | -7.1% |
| 30D | -15.2% | -2.6% | -12.6% | -14.3% |
| 3M | -7.0% | -7.8% | +0.8% | -3.6% |
| 6M | -20.5% | -7.0% | -13.5% | -17.9% |
| YTD | -37.0% | -8.5% | -28.5% | -34.9% |
| 1Y | -55.3% | -1.3% | -54.0% | -56.1% |
| 3Y | +173.0% | +105.0% | +68.1% | +92.0% |
| All | -16.3% | +240.7% | -256.9% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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