+144.8%
SOFI vs TLN
+571.8%
-427.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.3% |
| 7D | -7.0% | +2.0% | -9.0% | -7.8% |
| 30D | -4.3% | -12.9% | +8.7% | +0.7% |
| 3M | +8.4% | -7.4% | +15.9% | +10.4% |
| 6M | -5.9% | -6.0% | +0.1% | -5.7% |
| YTD | -34.3% | -16.9% | -17.4% | -31.9% |
| 1Y | -32.6% | -22.6% | -9.9% | -28.2% |
| 3Y | +101.3% | +469.0% | -367.7% | +1.6% |
| All | +144.8% | +571.8% | -427.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling