+76.5%
TXN vs SOUN
+172.2%
-95.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +4.0% | -7.1% | +11.1% | +4.6% |
| 30D | -2.9% | -15.4% | +12.6% | -1.6% |
| 3M | -9.1% | -10.6% | +1.5% | -8.5% |
| 6M | +36.6% | -19.6% | +56.3% | +37.7% |
| YTD | +57.5% | -37.2% | +94.7% | +61.1% |
| 1Y | +49.5% | -57.1% | +106.6% | +56.7% |
| 3Y | +76.5% | +178.2% | -101.7% | +44.3% |
| All | +76.5% | +172.2% | -95.6% | +44.3% |
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