+14.8%
SOFI vs TMF
-87.8%
+102.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +5.6% | +1.0% | +4.6% | +5.5% |
| 30D | -2.0% | -1.8% | -0.2% | -1.7% |
| 3M | +9.2% | -8.2% | +17.4% | +10.6% |
| 6M | -4.7% | -19.5% | +14.8% | -1.8% |
| YTD | -31.2% | -16.0% | -15.2% | -29.6% |
| 1Y | -30.6% | -22.5% | -8.1% | -28.3% |
| 3Y | +110.6% | -42.3% | +152.9% | +119.5% |
| All | +14.8% | -87.8% | +102.5% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling