-47.9%
SOUN vs TT
+212.2%
-260.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.5% |
| 7D | -9.5% | +3.5% | -13.0% | -11.6% |
| 30D | -21.3% | -11.0% | -10.3% | -16.0% |
| 3M | -47.2% | -12.0% | -35.2% | -43.4% |
| 6M | -53.7% | -10.4% | -43.3% | -51.3% |
| YTD | -60.8% | +9.9% | -70.7% | -64.7% |
| 1Y | -70.9% | +1.5% | -72.4% | -72.3% |
| 3Y | +118.4% | +93.7% | +24.7% | +53.4% |
| All | -47.9% | +212.2% | -260.1% | -63.3% |
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