+42.0%
SOFI vs TSN
-4.3%
+46.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.7% |
| 7D | -2.9% | -7.3% | +4.4% | -2.1% |
| 30D | -4.4% | -8.6% | +4.3% | -3.5% |
| 3M | +5.2% | -7.5% | +12.7% | +6.1% |
| 6M | -7.8% | -14.1% | +6.4% | -6.6% |
| YTD | -33.8% | -9.4% | -24.4% | -33.6% |
| 1Y | -33.3% | -4.1% | -29.2% | -33.8% |
| 3Y | +102.7% | +10.3% | +92.4% | +93.3% |
| 5Y | +10.5% | -19.7% | +30.2% | +18.6% |
| All | +42.0% | -4.3% | +46.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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