+42.0%
SOFI vs TJX
+100.5%
-58.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.9% |
| 7D | -4.9% | -4.6% | -0.4% | -1.9% |
| 30D | -3.5% | -17.2% | +13.7% | +9.4% |
| 3M | +3.9% | -24.9% | +28.8% | +25.1% |
| 6M | -6.5% | -19.7% | +13.1% | +6.3% |
| YTD | -33.8% | -17.2% | -16.6% | -27.0% |
| 1Y | -33.3% | -9.4% | -23.9% | -32.0% |
| 3Y | +94.6% | +43.1% | +51.5% | +35.4% |
| 5Y | +13.3% | +96.7% | -83.4% | -40.5% |
| All | +42.0% | +100.5% | -58.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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