+64.9%
TOST vs SOUN
-22.7%
+87.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -5.2% | +1.8% | -3.0% |
| 30D | -2.4% | +4.8% | -7.3% | -3.1% |
| 3M | +34.6% | -15.9% | +50.5% | +36.0% |
| 6M | +15.2% | -17.4% | +32.6% | +16.4% |
| YTD | -4.4% | -32.4% | +28.0% | -2.0% |
| 1Y | -17.4% | -49.3% | +31.9% | -13.7% |
| 3Y | +54.5% | +167.5% | -113.0% | +32.2% |
| All | +64.9% | -22.7% | +87.6% | +37.9% |
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 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