-10.1%
SOUN vs TMF
-76.2%
+66.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | +4.8% | -2.8% | +7.7% | +4.9% |
| 3M | -15.9% | -10.9% | -4.9% | -15.7% |
| 6M | -17.4% | -21.3% | +3.9% | -17.2% |
| YTD | -32.4% | -15.9% | -16.5% | -32.2% |
| 1Y | -49.3% | -15.7% | -33.5% | -49.2% |
| 3Y | +167.5% | -43.4% | +210.8% | +158.1% |
| All | -10.1% | -76.2% | +66.0% | -41.0% |
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