-19.7%
TLT vs SOUN
-24.7%
+4.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | -0.3% | -18.1% | +17.8% | -0.3% |
| 3M | -1.7% | -12.3% | +10.5% | -1.7% |
| 6M | -4.9% | -18.6% | +13.7% | -4.9% |
| YTD | -2.8% | -34.1% | +31.3% | -2.8% |
| 1Y | -4.2% | -57.0% | +52.8% | -4.2% |
| 3Y | -1.1% | +185.7% | -186.7% | -0.7% |
| All | -19.7% | -24.7% | +4.9% | -17.7% |
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