-31.3%
SOFI vs TLT
-35.4%
+4.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.2% |
| 7D | -2.6% | -2.7% | +0.1% | -1.3% |
| 30D | +2.6% | +2.2% | +0.4% | +1.5% |
| 3M | -12.9% | -1.7% | -11.1% | -12.1% |
| 6M | -1.7% | -4.0% | +2.3% | +0.4% |
| YTD | -40.3% | -4.9% | -35.4% | -38.8% |
| 1Y | -51.5% | -7.4% | -44.1% | -49.7% |
| 3Y | +125.2% | +3.0% | +122.2% | +119.9% |
| 5Y | -31.3% | -35.1% | +3.8% | -30.0% |
| All | -31.3% | -35.4% | +4.1% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling