-53.5%
SOUN vs TSN
-27.5%
-26.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.0% |
| 7D | -15.1% | -1.4% | -13.6% | -14.9% |
| 30D | -23.0% | +8.5% | -31.4% | -23.7% |
| 3M | -53.3% | +5.3% | -58.6% | -53.6% |
| 6M | -58.6% | -10.5% | -48.1% | -57.8% |
| YTD | -65.0% | +3.0% | -68.0% | -65.5% |
| 1Y | -71.4% | +12.1% | -83.6% | -72.5% |
| 3Y | +75.4% | +43.1% | +32.3% | +57.9% |
| All | -53.5% | -27.5% | -26.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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