-74.2%
TTD vs SOUN
-60.0%
-14.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +1.6% |
| 7D | +21.3% | -15.1% | +36.4% | +22.7% |
| 30D | +28.7% | -23.0% | +51.7% | +31.2% |
| 3M | +7.7% | -53.3% | +61.0% | +13.8% |
| 6M | -23.5% | -58.6% | +35.1% | -18.9% |
| YTD | -58.7% | -65.0% | +6.3% | -55.9% |
| 1Y | -63.4% | -71.4% | +8.0% | -60.5% |
| 3Y | -75.3% | +75.4% | -150.7% | -79.1% |
| All | -74.2% | -60.0% | -14.2% | -78.6% |
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 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