+42.0%
SOFI vs TKO
+324.8%
-282.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -4.9% | +2.3% | -7.3% | -5.9% |
| 30D | -3.5% | -2.5% | -1.0% | -2.6% |
| 3M | +3.9% | -10.6% | +14.5% | +8.1% |
| 6M | -6.5% | -5.1% | -1.5% | -5.1% |
| YTD | -33.8% | -8.2% | -25.6% | -32.3% |
| 1Y | -33.3% | -4.4% | -28.8% | -32.9% |
| 3Y | +94.6% | +100.4% | -5.8% | +52.8% |
| 5Y | +13.3% | +294.3% | -281.0% | -30.6% |
| All | +42.0% | +324.8% | -282.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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