+19.6%
TMO vs SOUN
+172.2%
-152.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.6% | -7.1% | +6.5% | -0.2% |
| 30D | +1.1% | -15.4% | +16.5% | +2.0% |
| 3M | +28.3% | -10.6% | +38.9% | +28.8% |
| 6M | +23.3% | -19.6% | +42.9% | +24.0% |
| YTD | +5.5% | -37.2% | +42.7% | +7.3% |
| 1Y | +24.5% | -57.1% | +81.6% | +28.6% |
| 3Y | +19.6% | +178.2% | -158.7% | +5.6% |
| All | +19.6% | +172.2% | -152.6% | +5.6% |
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