+15.4%
SOFI vs TNA
-23.3%
+38.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | 0.0% |
| 7D | -4.9% | -7.3% | +2.3% | -0.5% |
| 30D | -3.5% | -14.2% | +10.7% | +6.3% |
| 3M | +3.9% | -4.6% | +8.5% | +7.2% |
| 6M | -6.5% | +36.9% | -43.5% | -24.3% |
| YTD | -33.8% | +42.5% | -76.4% | -48.3% |
| 1Y | -33.3% | +45.8% | -79.0% | -49.0% |
| 3Y | +94.6% | +104.7% | -10.0% | +8.9% |
| All | +15.4% | -23.3% | +38.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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