+42.0%
SOFI vs TDG
+124.2%
-82.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.2% |
| 7D | -4.9% | -1.9% | -3.1% | -3.6% |
| 30D | -3.5% | -7.7% | +4.2% | +2.3% |
| 3M | +3.9% | -9.3% | +13.2% | +11.3% |
| 6M | -6.5% | -9.4% | +2.8% | -0.5% |
| YTD | -33.8% | -14.3% | -19.6% | -27.2% |
| 1Y | -33.3% | -11.8% | -21.5% | -28.5% |
| 3Y | +94.6% | +52.0% | +42.6% | +33.5% |
| 5Y | +13.3% | +128.8% | -115.6% | -43.0% |
| All | +42.0% | +124.2% | -82.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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