-47.9%
SOUN vs TPR
+353.2%
-401.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.1% |
| 7D | -9.5% | +6.4% | -15.9% | -13.4% |
| 30D | -21.3% | +13.8% | -35.1% | -28.0% |
| 3M | -47.2% | -16.6% | -30.6% | -42.2% |
| 6M | -53.7% | +0.7% | -54.4% | -56.2% |
| YTD | -60.8% | +5.3% | -66.1% | -65.4% |
| 1Y | -70.9% | +32.4% | -103.3% | -78.6% |
| 3Y | +118.4% | +406.4% | -288.0% | -40.6% |
| All | -47.9% | +353.2% | -401.0% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling