+41.1%
SOFI vs TLT
-37.8%
+78.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -7.0% | -1.6% | -5.5% | -6.5% |
| 30D | -4.3% | -1.3% | -2.9% | -3.8% |
| 3M | +8.4% | -3.7% | +12.2% | +10.1% |
| 6M | -5.9% | -6.4% | +0.4% | -3.5% |
| YTD | -34.3% | -4.5% | -29.8% | -33.1% |
| 1Y | -32.6% | -5.9% | -26.7% | -31.0% |
| 3Y | +101.3% | -2.8% | +104.1% | +101.2% |
| 5Y | +12.6% | -35.1% | +47.6% | +9.4% |
| All | +41.1% | -37.8% | +78.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling