-12.4%
SOUN vs TXT
+14.4%
-26.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -3.0% |
| 7D | -4.1% | -0.2% | -3.9% | -3.9% |
| 30D | -18.1% | -11.1% | -7.0% | -10.0% |
| 3M | -12.3% | -13.0% | +0.7% | -2.1% |
| 6M | -18.6% | -16.2% | -2.4% | -7.5% |
| YTD | -34.1% | -8.7% | -25.4% | -31.5% |
| 1Y | -57.0% | -3.8% | -53.3% | -57.5% |
| 3Y | +185.7% | +5.5% | +180.1% | +159.6% |
| All | -12.4% | +14.4% | -26.8% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling