+130.9%
SOUN vs TPR
+407.4%
-276.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.9% |
| 7D | -2.6% | +14.2% | -16.8% | -11.1% |
| 30D | -27.0% | +17.1% | -44.1% | -34.6% |
| 3M | -41.9% | -17.7% | -24.2% | -35.6% |
| 6M | -56.1% | -10.2% | -46.0% | -55.5% |
| YTD | -58.8% | +4.9% | -63.7% | -64.2% |
| 1Y | -71.1% | +36.1% | -107.2% | -80.2% |
| 3Y | +130.9% | +416.5% | -285.6% | -67.0% |
| All | +130.9% | +407.4% | -276.5% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling