+119.0%
SOFI vs TLN
+580.6%
-461.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.3% |
| 7D | -4.9% | +11.0% | -15.9% | -8.6% |
| 30D | +8.4% | +4.9% | +3.5% | +5.8% |
| 3M | -16.3% | +4.9% | -21.2% | -19.1% |
| 6M | +0.7% | +7.1% | -6.4% | -4.6% |
| YTD | -41.1% | +0.3% | -41.4% | -44.0% |
| 1Y | -45.7% | +5.9% | -51.6% | -49.4% |
| 3Y | +119.0% | +578.5% | -459.4% | +9.2% |
| All | +119.0% | +580.6% | -461.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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