-12.4%
SOUN vs TYL
-9.2%
-3.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +1.9% | +0.4% |
| 7D | -4.1% | -7.6% | +3.5% | +0.9% |
| 30D | -18.1% | +11.3% | -29.4% | -24.3% |
| 3M | -12.3% | +14.5% | -26.8% | -22.6% |
| 6M | -18.6% | -7.1% | -11.4% | -16.4% |
| YTD | -34.1% | -23.4% | -10.7% | -22.2% |
| 1Y | -57.0% | -38.6% | -18.5% | -39.5% |
| 3Y | +185.7% | -11.3% | +197.0% | +206.5% |
| All | -12.4% | -9.2% | -3.2% | +27.4% |
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