-72.8%
SOUN vs TMF
-29.9%
-43.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -5.9% |
| 7D | -15.5% | -8.2% | -7.3% | -12.0% |
| 30D | -26.2% | +5.3% | -31.6% | -28.1% |
| 3M | -51.4% | -8.5% | -42.9% | -49.2% |
| 6M | -55.3% | -17.2% | -38.2% | -51.1% |
| YTD | -63.9% | -23.4% | -40.5% | -59.2% |
| 1Y | -72.8% | -30.2% | -42.6% | -67.7% |
| All | -72.8% | -29.9% | -43.0% | -67.7% |
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