+24.1%
SOUN vs TLN
+733.8%
-709.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -10.0% | -8.8% |
| 7D | -15.5% | +22.3% | -37.8% | -22.5% |
| 30D | -26.2% | +1.2% | -27.4% | -27.3% |
| 3M | -51.4% | +5.9% | -57.3% | -53.7% |
| 6M | -55.3% | +3.2% | -58.6% | -57.7% |
| YTD | -63.9% | +3.2% | -67.1% | -66.6% |
| 1Y | -72.8% | +5.2% | -78.0% | -75.2% |
| 3Y | +101.1% | +606.3% | -505.1% | -15.3% |
| All | +24.1% | +733.8% | -709.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling