+349.6%
TSM vs SOUN
-60.0%
+409.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | +6.2% | -15.1% | +21.3% | +7.3% |
| 30D | -7.3% | -23.0% | +15.7% | -5.8% |
| 3M | -7.1% | -53.3% | +46.2% | -2.7% |
| 6M | +0.2% | -58.6% | +58.8% | +5.5% |
| YTD | +32.2% | -65.0% | +97.2% | +39.8% |
| 1Y | +42.8% | -71.4% | +114.2% | +52.5% |
| 3Y | +330.4% | +75.4% | +255.0% | +320.9% |
| All | +349.6% | -60.0% | +409.6% | +342.4% |
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