-46.0%
SOUN vs TYL
+9.1%
-55.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -1.0% | +3.5% | -4.5% | -3.1% |
| 30D | -24.9% | +26.9% | -51.8% | -36.2% |
| 3M | -49.5% | +33.8% | -83.3% | -59.0% |
| 6M | -54.4% | +28.8% | -83.2% | -63.0% |
| YTD | -59.4% | -7.9% | -51.5% | -57.9% |
| 1Y | -71.4% | -9.8% | -61.6% | -69.9% |
| 3Y | +134.1% | +1.2% | +132.9% | +128.5% |
| All | -46.0% | +9.1% | -55.1% | -31.0% |
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