-34.2%
TSLL vs SOUN
-55.1%
+20.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.2% | +10.4% |
| 7D | -21.2% | -2.6% | -18.6% | -20.4% |
| 30D | -13.3% | -27.0% | +13.7% | +2.4% |
| 3M | +15.4% | -41.9% | +57.3% | +55.4% |
| 6M | -34.2% | -56.1% | +21.9% | -14.5% |
| All | -34.2% | -55.1% | +20.9% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling