-10.1%
SOUN vs TYL
-5.0%
-5.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +2.7% |
| 7D | -5.2% | -3.7% | -1.5% | -3.0% |
| 30D | +4.8% | +18.7% | -13.9% | -7.0% |
| 3M | -15.9% | +18.1% | -34.0% | -27.2% |
| 6M | -17.4% | -1.1% | -16.3% | -18.9% |
| YTD | -32.4% | -19.8% | -12.6% | -22.5% |
| 1Y | -49.3% | -34.3% | -15.0% | -31.9% |
| 3Y | +167.5% | -8.2% | +175.7% | +180.7% |
| All | -10.1% | -5.0% | -5.1% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling