-52.0%
SOUN vs TYL
+10.5%
-62.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.5% | -7.6% |
| 7D | -15.5% | -1.6% | -13.9% | -14.6% |
| 30D | -26.2% | +22.1% | -48.3% | -35.6% |
| 3M | -51.4% | +33.4% | -84.7% | -60.3% |
| 6M | -55.3% | +36.8% | -92.1% | -65.3% |
| YTD | -63.9% | -6.7% | -57.2% | -62.9% |
| 1Y | -72.8% | -9.2% | -63.6% | -71.4% |
| 3Y | +101.1% | +1.2% | +99.9% | +96.6% |
| All | -52.0% | +10.5% | -62.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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