+93.8%
SOUN vs TSLQ
-97.2%
+191.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.7% |
| 7D | -7.1% | -6.6% | -0.5% | -9.5% |
| 30D | -15.4% | -24.3% | +8.9% | -22.6% |
| 3M | -10.6% | -3.6% | -7.0% | -6.1% |
| 6M | -19.6% | -12.0% | -7.7% | -13.9% |
| YTD | -37.2% | +1.4% | -38.6% | -27.4% |
| 1Y | -57.1% | -43.6% | -13.5% | -58.0% |
| 3Y | +178.2% | -95.4% | +273.6% | +95.9% |
| All | +93.8% | -97.2% | +191.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling