+411.0%
TSM vs SOUN
+177.2%
+233.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | +6.0% | -4.1% | +10.1% | +6.5% |
| 30D | +4.5% | -18.1% | +22.6% | +6.9% |
| 3M | +3.1% | -12.3% | +15.4% | +4.3% |
| 6M | +30.2% | -18.6% | +48.8% | +32.0% |
| YTD | +45.2% | -34.1% | +79.3% | +49.8% |
| 1Y | +79.6% | -57.0% | +136.6% | +92.6% |
| 3Y | +411.0% | +185.7% | +225.3% | +342.6% |
| All | +411.0% | +177.2% | +233.8% | +342.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling