-16.5%
SOUN vs TTMI
+824.9%
-841.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.7% |
| 7D | -7.1% | +0.7% | -7.8% | -7.5% |
| 30D | -15.4% | -8.4% | -7.0% | -13.2% |
| 3M | -10.6% | -32.5% | +21.9% | +2.1% |
| 6M | -19.6% | +32.5% | -52.1% | -36.6% |
| YTD | -37.2% | +83.2% | -120.5% | -59.9% |
| 1Y | -57.1% | +161.7% | -218.7% | -77.9% |
| 3Y | +178.2% | +890.1% | -711.9% | -30.7% |
| All | -16.5% | +824.9% | -841.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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