+25.1%
TFC vs SOUN
-25.7%
+50.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.3% | -4.4% | +3.1% | -1.1% |
| 30D | -2.3% | -13.1% | +10.8% | -1.8% |
| 3M | +2.5% | -7.7% | +10.2% | +2.6% |
| 6M | +9.5% | -21.2% | +30.6% | +9.9% |
| YTD | +5.1% | -35.0% | +40.1% | +6.2% |
| 1Y | +15.5% | -56.4% | +71.8% | +18.5% |
| 3Y | +95.2% | +181.7% | -86.6% | +76.9% |
| All | +25.1% | -25.7% | +50.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling