-16.5%
SOUN vs TW
+37.0%
-53.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -7.1% | -4.5% | -2.6% | -5.8% |
| 30D | -15.4% | -2.3% | -13.1% | -14.9% |
| 3M | -10.6% | +2.6% | -13.2% | -12.4% |
| 6M | -19.6% | -17.5% | -2.1% | -15.0% |
| YTD | -37.2% | -5.3% | -31.9% | -37.4% |
| 1Y | -57.1% | -14.8% | -42.3% | -55.3% |
| 3Y | +178.2% | +18.8% | +159.4% | +148.2% |
| All | -16.5% | +37.0% | -53.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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