-47.2%
TSLL vs SOUN
+2.6%
-49.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.9% | +11.3% | +5.4% |
| 7D | +33.0% | -15.5% | +48.5% | +38.5% |
| 30D | +7.7% | -26.2% | +33.9% | +15.9% |
| 3M | +34.7% | -51.4% | +86.1% | +61.9% |
| 6M | -31.5% | -55.3% | +23.8% | -15.7% |
| YTD | -42.4% | -63.9% | +21.5% | -26.2% |
| 1Y | -39.7% | -72.8% | +33.1% | -17.1% |
| 3Y | +3.4% | +101.1% | -97.7% | -14.1% |
| All | -47.2% | +2.6% | -49.7% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling