+347.1%
TSM vs SOUN
-55.6%
+402.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.5% | +2.3% |
| 7D | -2.1% | -6.1% | +4.0% | -1.7% |
| 30D | -12.5% | -28.2% | +15.7% | -10.8% |
| 3M | -5.0% | -48.1% | +43.1% | -1.2% |
| 6M | -3.2% | -56.4% | +53.2% | +1.6% |
| YTD | +31.5% | -61.2% | +92.7% | +38.1% |
| 1Y | +35.7% | -73.1% | +108.8% | +45.2% |
| 3Y | +323.5% | +116.2% | +207.3% | +310.5% |
| All | +347.1% | -55.6% | +402.7% | +337.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling