-10.1%
SOUN vs TSEM
+358.4%
-368.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -3.5% |
| 7D | -5.2% | +6.9% | -12.1% | -8.2% |
| 30D | +4.8% | +5.3% | -0.5% | +1.7% |
| 3M | -15.9% | -14.9% | -0.9% | -13.5% |
| 6M | -17.4% | +80.0% | -97.4% | -48.4% |
| YTD | -32.4% | +89.4% | -121.8% | -60.3% |
| 1Y | -49.3% | +253.1% | -302.4% | -81.7% |
| 3Y | +167.5% | +642.1% | -474.7% | -50.8% |
| All | -10.1% | +358.4% | -368.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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