+151.1%
TOST vs SOUN
+95.0%
+56.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +3.8% |
| 7D | 0.0% | -15.1% | +15.1% | +1.8% |
| 30D | +16.2% | -23.0% | +39.1% | +19.5% |
| 3M | -1.5% | -53.3% | +51.8% | +6.7% |
| 6M | +55.3% | -58.6% | +113.9% | +69.7% |
| YTD | -2.3% | -65.0% | +62.7% | +7.8% |
| 1Y | -5.5% | -71.4% | +65.9% | +6.0% |
| 3Y | +151.1% | +75.4% | +75.7% | +141.9% |
| All | +151.1% | +95.0% | +56.2% | +141.9% |
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