+26.0%
TFC vs SOUN
-60.0%
+85.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +2.3% | -15.1% | +17.3% | +3.0% |
| 30D | +10.8% | -23.0% | +33.8% | +12.0% |
| 3M | -3.8% | -53.3% | +49.6% | -0.6% |
| 6M | +9.6% | -58.6% | +68.1% | +13.4% |
| YTD | +5.8% | -65.0% | +70.8% | +9.8% |
| 1Y | +16.2% | -71.4% | +87.6% | +21.6% |
| 3Y | +96.0% | +75.4% | +20.6% | +81.8% |
| All | +26.0% | -60.0% | +85.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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