+68.9%
TOST vs SOUN
-53.6%
+122.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.4% |
| 7D | +4.0% | -1.0% | +5.0% | +4.1% |
| 30D | +11.1% | -24.9% | +35.9% | +13.8% |
| 3M | +0.8% | -49.5% | +50.3% | +6.9% |
| 6M | +38.8% | -54.4% | +93.2% | +47.9% |
| YTD | -2.1% | -59.4% | +57.3% | +4.8% |
| 1Y | -6.0% | -71.4% | +65.3% | +3.3% |
| 3Y | +149.8% | +134.1% | +15.7% | +118.1% |
| All | +68.9% | -53.6% | +122.4% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling