+38.8%
TMUS vs SOUN
+177.2%
-138.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +3.1% | -18.1% | +21.2% | +3.0% |
| 3M | +2.4% | -12.3% | +14.7% | +2.4% |
| 6M | -17.1% | -18.6% | +1.5% | -17.1% |
| YTD | -9.1% | -34.1% | +25.0% | -9.0% |
| 1Y | -23.6% | -57.0% | +33.4% | -23.5% |
| 3Y | +38.8% | +185.7% | -146.8% | +36.1% |
| All | +38.8% | +177.2% | -138.4% | +36.1% |
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