+382.3%
TSM vs SOUN
-22.7%
+405.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -5.2% | +7.9% | +3.1% |
| 30D | +3.6% | +4.8% | -1.2% | +3.2% |
| 3M | -3.4% | -15.9% | +12.5% | -2.5% |
| 6M | +20.6% | -17.4% | +38.0% | +21.4% |
| YTD | +41.9% | -32.4% | +74.3% | +44.1% |
| 1Y | +84.4% | -49.3% | +133.7% | +89.9% |
| 3Y | +380.2% | +167.5% | +212.8% | +352.6% |
| All | +382.3% | -22.7% | +405.0% | +356.0% |
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