-16.3%
SOUN vs TXT
+13.9%
-30.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.4% |
| 7D | -6.8% | -0.2% | -6.6% | -6.7% |
| 30D | -15.2% | -10.2% | -5.0% | -7.6% |
| 3M | -7.0% | -13.3% | +6.3% | +4.2% |
| 6M | -20.5% | -14.4% | -6.2% | -11.4% |
| YTD | -37.0% | -9.1% | -27.9% | -34.2% |
| 1Y | -55.3% | -2.2% | -53.1% | -56.4% |
| 3Y | +173.0% | +5.1% | +168.0% | +149.1% |
| All | -16.3% | +13.9% | -30.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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