-57.1%
SOUN vs TXG
+453.6%
-510.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.4% |
| 3M | -10.6% | +136.1% | -146.7% | -35.0% |
| 6M | -19.6% | +235.2% | -254.9% | -49.1% |
| YTD | -37.2% | +320.5% | -357.8% | -63.2% |
| 1Y | -57.1% | +425.2% | -482.3% | -76.2% |
| All | -57.1% | +453.6% | -510.7% | -76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling