-13.6%
SOUN vs TPR
+286.5%
-300.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.8% |
| 7D | -4.4% | -7.3% | +2.9% | +0.4% |
| 30D | -13.1% | -30.7% | +17.6% | +8.4% |
| 3M | -7.7% | -21.6% | +13.9% | +5.0% |
| 6M | -21.2% | -21.3% | +0.2% | -12.8% |
| YTD | -35.0% | -10.2% | -24.8% | -35.8% |
| 1Y | -56.4% | +9.5% | -65.9% | -62.9% |
| 3Y | +181.7% | +280.8% | -99.0% | -7.4% |
| All | -13.6% | +286.5% | -300.1% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling