+93.4%
SOFI vs TRMB
+10.8%
+82.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | -7.0% | -5.4% | -1.6% | -2.4% |
| 30D | -4.3% | -2.0% | -2.3% | -2.8% |
| 3M | +8.4% | +12.3% | -3.9% | -3.7% |
| 6M | -5.9% | -17.6% | +11.7% | +10.5% |
| YTD | -34.3% | -27.5% | -6.8% | -13.9% |
| 1Y | -32.6% | -29.1% | -3.5% | -9.1% |
| All | +93.4% | +10.8% | +82.5% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling