+93.6%
TFC vs SOUN
+101.1%
-7.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.9% | +7.2% | -0.3% |
| 7D | +0.1% | -15.5% | +15.6% | +1.0% |
| 30D | +8.6% | -26.2% | +34.9% | +10.4% |
| 3M | -4.3% | -51.4% | +47.0% | -0.6% |
| 6M | +5.4% | -55.3% | +60.8% | +9.6% |
| YTD | +4.5% | -63.9% | +68.4% | +9.4% |
| 1Y | +14.0% | -72.8% | +86.8% | +21.1% |
| All | +93.6% | +101.1% | -7.5% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling