-16.5%
SOUN vs TXG
+34.9%
-51.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.4% |
| 7D | -7.1% | +9.5% | -16.6% | -10.0% |
| 30D | -15.4% | +18.8% | -34.2% | -20.5% |
| 3M | -10.6% | +136.1% | -146.7% | -34.6% |
| 6M | -19.6% | +235.2% | -254.9% | -48.7% |
| YTD | -37.2% | +320.5% | -357.8% | -63.1% |
| 1Y | -57.1% | +425.2% | -482.3% | -77.0% |
| 3Y | +178.2% | +42.9% | +135.3% | +108.3% |
| All | -16.5% | +34.9% | -51.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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