+42.0%
SOFI vs TSEM
+743.0%
-701.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.2% |
| 7D | -2.9% | +4.7% | -7.6% | -4.8% |
| 30D | -4.4% | -14.2% | +9.9% | +1.0% |
| 3M | +5.2% | -5.0% | +10.3% | +1.8% |
| 6M | -7.8% | +87.6% | -95.3% | -40.9% |
| YTD | -33.8% | +84.4% | -118.2% | -58.6% |
| 1Y | -33.3% | +235.4% | -268.7% | -70.7% |
| 3Y | +102.7% | +668.0% | -565.3% | -45.6% |
| 5Y | +10.5% | +644.7% | -634.3% | -72.3% |
| All | +42.0% | +743.0% | -701.0% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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