+75.4%
SOUN vs TYL
+1.3%
+74.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -15.1% | +0.8% | -15.9% | -15.5% |
| 30D | -23.0% | +21.1% | -44.1% | -31.4% |
| 3M | -53.3% | +28.9% | -82.3% | -60.3% |
| 6M | -58.6% | +42.0% | -100.6% | -67.9% |
| YTD | -65.0% | -6.6% | -58.4% | -62.2% |
| 1Y | -71.4% | -9.1% | -62.4% | -68.5% |
| 3Y | +75.4% | +1.8% | +73.5% | +66.5% |
| All | +75.4% | +1.3% | +74.0% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling