-32.6%
SOFI vs TT
+7.0%
-39.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -7.0% | -1.0% | -6.1% | -6.6% |
| 30D | -4.3% | -8.9% | +4.6% | -0.2% |
| 3M | +8.4% | -1.8% | +10.3% | +8.6% |
| 6M | -5.9% | +1.9% | -7.8% | -7.7% |
| YTD | -34.3% | +13.8% | -48.1% | -39.4% |
| 1Y | -32.6% | +6.1% | -38.7% | -34.8% |
| All | -32.6% | +7.0% | -39.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling