-77.0%
TTD vs SOUN
-28.0%
-49.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -7.4% | -6.8% | -0.6% | -6.9% |
| 30D | +3.0% | -15.2% | +18.3% | +4.3% |
| 3M | -27.6% | -7.0% | -20.6% | -27.7% |
| 6M | -49.5% | -20.5% | -29.0% | -49.1% |
| YTD | -63.2% | -37.0% | -26.2% | -62.4% |
| 1Y | -69.7% | -55.3% | -14.4% | -68.4% |
| 3Y | -83.3% | +173.0% | -256.4% | -86.4% |
| All | -77.0% | -28.0% | -49.0% | -81.7% |
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