-19.7%
TLT vs SOUN
-22.7%
+3.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -5.2% | +4.8% | -0.4% |
| 30D | -0.6% | +4.8% | -5.4% | -0.6% |
| 3M | -2.7% | -15.9% | +13.1% | -2.7% |
| 6M | -5.6% | -17.4% | +11.8% | -5.6% |
| YTD | -2.8% | -32.4% | +29.6% | -2.8% |
| 1Y | -1.4% | -49.3% | +47.8% | -1.4% |
| 3Y | -1.6% | +167.5% | -169.0% | -1.3% |
| All | -19.7% | -22.7% | +3.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling