+26.4%
SOFI vs TMF
-90.8%
+117.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -4.9% | -9.3% | +4.4% | -3.7% |
| 30D | +8.4% | +1.9% | +6.5% | +8.2% |
| 3M | -16.3% | -11.2% | -5.1% | -15.2% |
| 6M | +0.7% | -17.7% | +18.4% | +3.2% |
| YTD | -41.1% | -24.5% | -16.6% | -39.2% |
| 1Y | -45.7% | -29.4% | -16.3% | -43.6% |
| 3Y | +119.0% | -33.4% | +152.5% | +124.6% |
| 5Y | -32.2% | -88.7% | +56.5% | -31.3% |
| All | +26.4% | -90.8% | +117.2% | -18.8% |
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