-13.6%
SOUN vs TMF
-76.6%
+63.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -4.4% |
| 30D | -13.1% | -1.0% | -12.2% | -13.1% |
| 3M | -7.7% | -11.3% | +3.6% | -7.5% |
| 6M | -21.2% | -22.7% | +1.5% | -20.9% |
| YTD | -35.0% | -17.3% | -17.7% | -34.8% |
| 1Y | -56.4% | -22.5% | -33.9% | -56.2% |
| 3Y | +181.7% | -43.2% | +225.0% | +173.1% |
| All | -13.6% | -76.6% | +63.0% | -43.2% |
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