+20.8%
TMUS vs SOUN
+125.0%
-104.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.1% |
| 7D | +5.3% | -1.0% | +6.3% | +5.3% |
| 30D | +13.5% | -24.9% | +38.4% | +13.3% |
| 3M | -4.2% | -49.5% | +45.3% | -4.7% |
| 6M | -11.9% | -54.4% | +42.5% | -12.3% |
| YTD | -15.6% | -59.4% | +43.8% | -15.8% |
| 1Y | -16.8% | -71.4% | +54.6% | -17.0% |
| 3Y | +20.8% | +134.1% | -113.3% | +21.8% |
| All | +20.8% | +125.0% | -104.2% | +21.8% |
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