+5.4%
TFC vs SOUN
-56.7%
+62.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.9% | +7.2% | -1.0% |
| 7D | +0.1% | -15.5% | +15.6% | -0.4% |
| 30D | +8.6% | -26.2% | +34.9% | +7.4% |
| 3M | -4.3% | -51.4% | +47.0% | -7.9% |
| 6M | +5.4% | -55.3% | +60.8% | +0.2% |
| All | +5.4% | -56.7% | +62.1% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling