Few things here...
First, it sounds normal.
Second, you try to get more noise by pointing at the rear of the car, the turbo is in the engine bay.
Third, the car is stationary and not under any load, it will sound different from when being driven and be working slightly differently in terms of boost.
Fourth, you can hear the 'woosh' of air when you come off the throttle, that is the 'blow off' sound you're on about.
Fifth, for the full on 'psshshhshhshh' fast and furious noise you're describing, you'll need an aftermarket valve to vent the gasses back through the turbo for that iconic noise.