-56.1%
SOUN vs TYL
+29.9%
-86.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.3% |
| 7D | -2.6% | +6.7% | -9.3% | -3.2% |
| 30D | -27.0% | +26.5% | -53.5% | -29.0% |
| 3M | -41.9% | +37.3% | -79.2% | -43.7% |
| 6M | -56.1% | +31.2% | -87.3% | -56.6% |
| All | -56.1% | +29.9% | -86.1% | -56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling