-12.4%
SOUN vs TPR
+299.6%
-312.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.1% |
| 7D | -4.1% | -3.4% | -0.7% | -1.9% |
| 30D | -18.1% | -27.3% | +9.2% | -1.0% |
| 3M | -12.3% | -16.2% | +4.0% | -4.8% |
| 6M | -18.6% | -17.9% | -0.7% | -12.4% |
| YTD | -34.1% | -7.1% | -27.0% | -36.3% |
| 1Y | -57.0% | +13.6% | -70.6% | -64.4% |
| 3Y | +185.7% | +293.7% | -108.1% | -8.1% |
| All | -12.4% | +299.6% | -312.0% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling