-11.1%
TSCO vs SOUN
-25.7%
+14.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.6% |
| 7D | -2.5% | -4.4% | +2.0% | -2.3% |
| 30D | -1.1% | -13.1% | +12.0% | -0.6% |
| 3M | +14.3% | -7.7% | +22.0% | +14.4% |
| 6M | -31.9% | -21.2% | -10.7% | -31.6% |
| YTD | -30.7% | -35.0% | +4.3% | -30.0% |
| 1Y | -41.1% | -56.4% | +15.3% | -39.8% |
| 3Y | -17.1% | +181.7% | -198.9% | -23.4% |
| All | -11.1% | -25.7% | +14.6% | -18.7% |
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