-19.7%
TSCO vs SOUN
+172.2%
-191.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.7% | -7.1% | +1.5% | -5.3% |
| 30D | -8.8% | -15.4% | +6.6% | -8.0% |
| 3M | +6.3% | -10.6% | +16.9% | +6.7% |
| 6M | -32.3% | -19.6% | -12.6% | -31.9% |
| YTD | -32.7% | -37.2% | +4.5% | -31.7% |
| 1Y | -43.7% | -57.1% | +13.4% | -42.0% |
| 3Y | -19.7% | +178.2% | -197.9% | -32.1% |
| All | -19.7% | +172.2% | -191.8% | -32.1% |
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