+42.0%
SOFI vs TMF
-90.3%
+132.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.9% | -5.1% | +0.1% | -4.3% |
| 30D | -3.5% | -4.6% | +1.1% | -2.9% |
| 3M | +3.9% | -16.6% | +20.5% | +6.2% |
| 6M | -6.5% | -19.9% | +13.3% | -4.0% |
| YTD | -33.8% | -20.2% | -13.7% | -32.1% |
| 1Y | -33.3% | -27.7% | -5.6% | -30.9% |
| 3Y | +94.6% | -43.9% | +138.5% | +101.8% |
| 5Y | +13.3% | -88.4% | +101.7% | +14.0% |
| All | +42.0% | -90.3% | +132.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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