-47.9%
SOUN vs TMF
-77.3%
+29.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -9.5% | -3.4% | -6.1% | -9.4% |
| 30D | -21.3% | +11.5% | -32.8% | -21.6% |
| 3M | -47.2% | -4.5% | -42.7% | -47.2% |
| 6M | -53.7% | -15.0% | -38.8% | -53.6% |
| YTD | -60.8% | -19.9% | -40.9% | -60.6% |
| 1Y | -70.9% | -26.6% | -44.3% | -70.8% |
| 3Y | +118.4% | -29.8% | +148.3% | +121.2% |
| All | -47.9% | -77.3% | +29.4% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling