-49.3%
SOUN vs TSLQ
-50.5%
+1.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +3.7% |
| 7D | -5.2% | -5.8% | +0.6% | -6.5% |
| 30D | +4.8% | -22.1% | +26.9% | -1.6% |
| 3M | -15.9% | +10.1% | -25.9% | -7.5% |
| 6M | -17.4% | -6.8% | -10.6% | -12.3% |
| YTD | -32.4% | +8.5% | -40.9% | -24.0% |
| 1Y | -49.3% | -49.7% | +0.4% | -40.2% |
| All | -49.3% | -50.5% | +1.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling