+387.2%
TSM vs SOUN
-28.2%
+415.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +1.0% | -7.1% | +8.1% | +1.5% |
| 30D | +1.0% | -15.4% | +16.4% | +2.0% |
| 3M | +2.9% | -10.6% | +13.5% | +3.5% |
| 6M | +22.8% | -19.6% | +42.5% | +23.9% |
| YTD | +43.3% | -37.2% | +80.5% | +46.2% |
| 1Y | +69.2% | -57.1% | +126.2% | +75.9% |
| 3Y | +404.5% | +178.2% | +226.3% | +376.7% |
| All | +387.2% | -28.2% | +415.4% | +362.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling