+10.5%
SOFI vs TT
+143.3%
-132.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -2.9% | +1.4% | -4.3% | -3.9% |
| 30D | -4.4% | -6.7% | +2.3% | +1.0% |
| 3M | +5.2% | -5.4% | +10.6% | +9.1% |
| 6M | -7.8% | +4.4% | -12.1% | -12.7% |
| YTD | -33.8% | +14.9% | -48.7% | -43.0% |
| 1Y | -33.3% | +9.3% | -42.5% | -40.2% |
| 3Y | +102.7% | +121.7% | -19.1% | -1.0% |
| 5Y | +10.5% | +148.2% | -137.7% | -57.9% |
| All | +10.5% | +143.3% | -132.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling