+178.2%
SOUN vs TSLQ
-95.6%
+273.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.7% |
| 7D | -7.1% | -6.6% | -0.5% | -9.2% |
| 30D | -15.4% | -24.3% | +8.9% | -21.8% |
| 3M | -10.6% | -3.6% | -7.0% | -6.4% |
| 6M | -19.6% | -12.0% | -7.7% | -14.3% |
| YTD | -37.2% | +1.4% | -38.6% | -28.4% |
| 1Y | -57.1% | -43.6% | -13.5% | -57.5% |
| 3Y | +178.2% | -95.4% | +273.6% | +137.6% |
| All | +178.2% | -95.6% | +273.8% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling