-10.1%
SOUN vs TPR
+315.1%
-325.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -2.3% | -2.9% | -3.8% |
| 30D | +4.8% | -23.0% | +27.8% | +22.0% |
| 3M | -15.9% | -12.5% | -3.4% | -11.3% |
| 6M | -17.4% | -21.4% | +4.0% | -8.0% |
| YTD | -32.4% | -3.5% | -28.9% | -36.3% |
| 1Y | -49.3% | +17.4% | -66.6% | -58.8% |
| 3Y | +167.5% | +291.3% | -123.8% | -13.8% |
| All | -10.1% | +315.1% | -325.2% | -75.4% |
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