+3.3%
TLT vs SOUN
+101.1%
-97.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.9% | +6.4% | -1.4% |
| 7D | -2.7% | -15.5% | +12.8% | -2.5% |
| 30D | +2.2% | -26.2% | +28.4% | +2.4% |
| 3M | -1.7% | -51.4% | +49.6% | -1.1% |
| 6M | -4.0% | -55.3% | +51.4% | -3.3% |
| YTD | -4.9% | -63.9% | +58.9% | -4.2% |
| 1Y | -7.4% | -72.8% | +65.4% | -6.5% |
| All | +3.3% | +101.1% | -97.8% | +0.3% |
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 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