-13.6%
SOUN vs TT
+226.4%
-240.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -4.4% | +1.4% | -5.8% | -5.3% |
| 30D | -13.1% | -6.7% | -6.5% | -9.3% |
| 3M | -7.7% | -5.4% | -2.3% | -4.6% |
| 6M | -21.2% | +4.4% | -25.5% | -24.7% |
| YTD | -35.0% | +14.9% | -49.9% | -42.4% |
| 1Y | -56.4% | +9.3% | -65.6% | -60.0% |
| 3Y | +181.7% | +121.7% | +60.0% | +88.7% |
| All | -13.6% | +226.4% | -240.0% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling