-16.3%
SOUN vs TTMI
+795.0%
-811.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.4% |
| 7D | -6.8% | +6.0% | -12.8% | -9.4% |
| 30D | -15.2% | -6.4% | -8.8% | -14.0% |
| 3M | -7.0% | -28.9% | +22.0% | +3.7% |
| 6M | -20.5% | +26.9% | -47.4% | -36.0% |
| YTD | -37.0% | +77.3% | -114.3% | -59.2% |
| 1Y | -55.3% | +147.5% | -202.8% | -76.4% |
| 3Y | +173.0% | +847.6% | -674.6% | -30.8% |
| All | -16.3% | +795.0% | -811.2% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling