-53.5%
SOUN vs TT
+207.2%
-260.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.2% |
| 7D | -15.1% | +4.0% | -19.1% | -17.2% |
| 30D | -23.0% | -11.3% | -11.6% | -17.6% |
| 3M | -53.3% | -12.3% | -41.1% | -49.9% |
| 6M | -58.6% | -10.8% | -47.7% | -56.3% |
| YTD | -65.0% | +8.2% | -73.2% | -68.2% |
| 1Y | -71.4% | +1.5% | -72.9% | -72.9% |
| 3Y | +75.4% | +91.5% | -16.1% | +24.2% |
| All | -53.5% | +207.2% | -260.6% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling