-56.4%
SOUN vs TMF
-23.1%
-33.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -13.1% | -1.0% | -12.2% | -12.9% |
| 3M | -7.7% | -11.3% | +3.6% | -5.4% |
| 6M | -21.2% | -22.7% | +1.5% | -20.3% |
| YTD | -35.0% | -17.3% | -17.7% | -32.5% |
| 1Y | -56.4% | -22.5% | -33.9% | -54.9% |
| All | -56.4% | -23.1% | -33.3% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling