-13.6%
SOUN vs TXG
+32.3%
-45.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -2.2% |
| 7D | -4.4% | +9.1% | -13.6% | -7.3% |
| 30D | -13.1% | +14.9% | -28.0% | -17.5% |
| 3M | -7.7% | +120.0% | -127.7% | -30.9% |
| 6M | -21.2% | +221.8% | -243.0% | -48.9% |
| YTD | -35.0% | +312.6% | -347.6% | -61.5% |
| 1Y | -56.4% | +398.4% | -454.8% | -76.2% |
| 3Y | +181.7% | +42.1% | +139.7% | +111.6% |
| All | -13.6% | +32.3% | -45.9% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling