+119.4%
SOFI vs TSLL
-58.7%
+178.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.6% | -7.6% | -1.1% |
| 7D | -3.3% | -21.2% | +17.9% | +1.9% |
| 30D | +3.5% | -13.3% | +16.8% | +6.3% |
| 3M | -10.4% | +15.4% | -25.8% | -15.1% |
| 6M | -0.6% | -34.2% | +33.7% | +4.2% |
| YTD | -38.1% | -52.9% | +14.8% | -30.5% |
| 1Y | -40.3% | -54.3% | +14.0% | -32.9% |
| 3Y | +116.4% | -18.4% | +134.8% | +62.8% |
| All | +119.4% | -58.7% | +178.1% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling