+178.2%
SOUN vs TMF
-44.0%
+222.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -7.1% | -5.1% | -2.0% | -6.0% |
| 30D | -15.4% | -4.6% | -10.8% | -14.5% |
| 3M | -10.6% | -16.6% | +6.0% | -6.8% |
| 6M | -19.6% | -19.9% | +0.2% | -15.5% |
| YTD | -37.2% | -20.2% | -17.1% | -34.0% |
| 1Y | -57.1% | -27.7% | -29.3% | -54.1% |
| 3Y | +178.2% | -43.9% | +222.1% | +204.6% |
| All | +178.2% | -44.0% | +222.2% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling