+178.2%
SOUN vs TNA
+101.9%
+76.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.2% |
| 7D | -7.1% | -7.3% | +0.1% | -1.6% |
| 30D | -15.4% | -14.2% | -1.2% | -4.9% |
| 3M | -10.6% | -4.6% | -6.0% | -7.7% |
| 6M | -19.6% | +36.9% | -56.6% | -39.9% |
| YTD | -37.2% | +42.5% | -79.8% | -54.6% |
| 1Y | -57.1% | +45.8% | -102.8% | -69.8% |
| 3Y | +178.2% | +104.7% | +73.6% | +29.7% |
| All | +178.2% | +101.9% | +76.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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