+47.6%
SOFI vs TT
+232.1%
-184.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.8% |
| 7D | +5.6% | +1.6% | +4.1% | +4.3% |
| 30D | -2.0% | -7.3% | +5.3% | +4.0% |
| 3M | +9.2% | -2.6% | +11.7% | +10.4% |
| 6M | -4.7% | +5.9% | -10.6% | -10.8% |
| YTD | -31.2% | +15.4% | -46.6% | -40.8% |
| 1Y | -30.6% | +8.2% | -38.9% | -37.2% |
| 3Y | +110.6% | +122.7% | -12.0% | +3.7% |
| 5Y | +16.4% | +145.0% | -128.5% | -52.3% |
| All | +47.6% | +232.1% | -184.5% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling