+134.1%
SOUN vs TT
+94.8%
+39.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.1% | -4.9% |
| 7D | -1.0% | +1.7% | -2.7% | -2.6% |
| 30D | -24.9% | -11.8% | -13.0% | -18.0% |
| 3M | -49.5% | -12.6% | -36.9% | -44.7% |
| 6M | -54.4% | -9.4% | -45.0% | -52.2% |
| YTD | -59.4% | +8.8% | -68.2% | -65.1% |
| 1Y | -71.4% | -2.5% | -68.8% | -72.4% |
| 3Y | +134.1% | +95.7% | +38.4% | +50.7% |
| All | +134.1% | +94.8% | +39.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling