-71.4%
SOUN vs TLN
-17.6%
-53.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.5% | +13.4% | +7.3% |
| 7D | -2.7% | -6.0% | +3.3% | -1.3% |
| 30D | -26.5% | -1.5% | -25.0% | -27.0% |
| 3M | -33.6% | -3.9% | -29.8% | -33.9% |
| 6M | -54.4% | -15.0% | -39.3% | -53.1% |
| YTD | -56.7% | -12.8% | -43.8% | -58.0% |
| 1Y | -71.4% | -17.3% | -54.1% | -70.9% |
| All | -71.4% | -17.6% | -53.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling