+42.0%
SOFI vs TMO
+32.0%
+10.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | -4.9% | -0.6% | -4.3% | -4.5% |
| 30D | -3.5% | +1.1% | -4.6% | -4.2% |
| 3M | +3.9% | +28.3% | -24.4% | -15.1% |
| 6M | -6.5% | +23.3% | -29.8% | -21.6% |
| YTD | -33.8% | +5.5% | -39.3% | -37.4% |
| 1Y | -33.3% | +24.5% | -57.8% | -45.6% |
| 3Y | +94.6% | +19.6% | +75.0% | +60.8% |
| 5Y | +13.3% | +8.1% | +5.2% | +1.1% |
| All | +42.0% | +32.0% | +10.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 all: compounded portfolio wealth divided by compounded TMO 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…
all analysis · Full analysis span regression · 6 months rolling