-12.4%
SOUN vs TRMB
-12.2%
-0.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.4% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -18.1% | -1.2% | -16.9% | -17.2% |
| 3M | -12.3% | +9.6% | -21.9% | -21.0% |
| 6M | -18.6% | -16.1% | -2.5% | -4.4% |
| YTD | -34.1% | -25.0% | -9.1% | -14.2% |
| 1Y | -57.0% | -27.7% | -29.3% | -41.8% |
| 3Y | +185.7% | +15.3% | +170.4% | +174.0% |
| All | -12.4% | -12.2% | -0.2% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling