-52.0%
SOUN vs TPR
+350.8%
-402.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | -15.5% | -1.1% | -14.3% | -14.9% |
| 30D | -26.2% | +15.1% | -41.3% | -33.0% |
| 3M | -51.4% | -13.4% | -37.9% | -48.0% |
| 6M | -55.3% | +1.4% | -56.7% | -57.9% |
| YTD | -63.9% | +4.8% | -68.7% | -68.0% |
| 1Y | -72.8% | +29.2% | -102.0% | -79.6% |
| 3Y | +101.1% | +403.7% | -302.6% | -45.1% |
| All | -52.0% | +350.8% | -402.8% | -87.7% |
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