+44.3%
TMUS vs SOUN
-22.7%
+67.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | -5.2% | +5.3% | +0.1% |
| 30D | +5.3% | +4.8% | +0.4% | +5.2% |
| 3M | +3.1% | -15.9% | +19.0% | +3.2% |
| 6M | -16.5% | -17.4% | +0.9% | -16.4% |
| YTD | -9.2% | -32.4% | +23.2% | -8.9% |
| 1Y | -26.5% | -49.3% | +22.8% | -26.2% |
| 3Y | +39.0% | +167.5% | -128.4% | +33.2% |
| All | +44.3% | -22.7% | +67.0% | +37.3% |
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