+134.5%
SOFI vs TSLL
-54.1%
+188.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.9% | +5.1% | -8.0% | -4.4% |
| 30D | -4.4% | +20.0% | -24.3% | -9.1% |
| 3M | +5.2% | -23.8% | +29.0% | +8.8% |
| 6M | -7.8% | -30.3% | +22.5% | -4.3% |
| YTD | -33.8% | -47.7% | +13.8% | -26.7% |
| 1Y | -33.3% | -21.2% | -12.1% | -34.5% |
| 3Y | +102.7% | -26.9% | +129.6% | +60.1% |
| All | +134.5% | -54.1% | +188.6% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling