+179.1%
SOUN vs TW
+20.3%
+158.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -6.8% | -2.7% | -4.1% | -6.2% |
| 30D | -15.2% | -1.7% | -13.5% | -14.9% |
| 3M | -7.0% | +1.6% | -8.6% | -8.4% |
| 6M | -20.5% | -17.7% | -2.8% | -15.6% |
| YTD | -37.0% | -4.3% | -32.7% | -37.2% |
| 1Y | -55.3% | -13.1% | -42.2% | -53.4% |
| All | +179.1% | +20.3% | +158.8% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling