+25.5%
TFC vs SOUN
-28.0%
+53.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.5% |
| 7D | -2.5% | -6.8% | +4.3% | -2.2% |
| 30D | -2.8% | -15.2% | +12.4% | -2.2% |
| 3M | +2.1% | -7.0% | +9.1% | +2.2% |
| 6M | +10.1% | -20.5% | +30.6% | +10.5% |
| YTD | +5.4% | -37.0% | +42.4% | +6.8% |
| 1Y | +16.3% | -55.3% | +71.6% | +19.3% |
| 3Y | +95.9% | +173.0% | -77.2% | +77.8% |
| All | +25.5% | -28.0% | +53.5% | +13.3% |
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