-55.4%
TSLL vs SOUN
+92.0%
-147.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -5.2% | +7.1% | +3.4% |
| 30D | +17.8% | +4.8% | +12.9% | +16.2% |
| 3M | -37.0% | -15.9% | -21.2% | -33.5% |
| 6M | -37.7% | -17.4% | -20.3% | -34.6% |
| YTD | -51.4% | -32.4% | -19.0% | -46.7% |
| 1Y | -23.4% | -49.3% | +25.9% | -10.2% |
| 3Y | -30.8% | +167.5% | -198.2% | -48.2% |
| All | -55.4% | +92.0% | -147.5% | -72.1% |
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 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