+119.0%
SOFI vs TT
+91.4%
+27.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.3% |
| 7D | -4.9% | +4.0% | -8.9% | -7.6% |
| 30D | +8.4% | -11.3% | +19.7% | +17.6% |
| 3M | -16.3% | -12.3% | -4.0% | -8.7% |
| 6M | +0.7% | -10.8% | +11.6% | +7.5% |
| YTD | -41.1% | +8.2% | -49.3% | -47.7% |
| 1Y | -45.7% | +1.5% | -47.2% | -48.8% |
| 3Y | +119.0% | +91.5% | +27.6% | +17.8% |
| All | +119.0% | +91.4% | +27.6% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling