-53.5%
SOUN vs TMF
-78.6%
+25.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.0% |
| 7D | -15.1% | -9.3% | -5.8% | -14.8% |
| 30D | -23.0% | +1.9% | -24.9% | -23.0% |
| 3M | -53.3% | -11.2% | -42.1% | -53.2% |
| 6M | -58.6% | -17.7% | -40.8% | -58.3% |
| YTD | -65.0% | -24.5% | -40.5% | -64.8% |
| 1Y | -71.4% | -29.4% | -42.0% | -71.3% |
| 3Y | +75.4% | -33.4% | +108.8% | +78.1% |
| All | -53.5% | -78.6% | +25.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling