-53.5%
SOUN vs TRMB
-16.9%
-36.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.8% |
| 7D | -15.1% | +2.8% | -17.9% | -17.1% |
| 30D | -23.0% | -5.9% | -17.1% | -22.0% |
| 3M | -53.3% | -3.3% | -50.0% | -54.1% |
| 6M | -58.6% | +1.3% | -59.9% | -61.5% |
| YTD | -65.0% | -29.0% | -36.0% | -54.2% |
| 1Y | -71.4% | -27.8% | -43.7% | -63.3% |
| 3Y | +75.4% | +36.3% | +39.1% | +47.8% |
| All | -53.5% | -16.9% | -36.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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