+119.0%
SOFI vs TSLL
-1.1%
+120.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.5% |
| 7D | -4.9% | +17.8% | -22.7% | -8.5% |
| 30D | +8.4% | +8.2% | +0.2% | +5.5% |
| 3M | -16.3% | +20.9% | -37.2% | -21.2% |
| 6M | +0.7% | -37.5% | +38.2% | +6.5% |
| YTD | -41.1% | -44.5% | +3.4% | -37.0% |
| 1Y | -45.7% | -33.0% | -12.7% | -44.5% |
| 3Y | +119.0% | -6.4% | +125.4% | +123.2% |
| All | +119.0% | -1.1% | +120.1% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling