+41.1%
SOFI vs TTD
-82.7%
+123.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -7.0% | -7.4% | +0.4% | -4.0% |
| 30D | -4.3% | +3.0% | -7.3% | -5.7% |
| 3M | +8.4% | -27.6% | +36.0% | +20.7% |
| 6M | -5.9% | -49.5% | +43.6% | +19.8% |
| YTD | -34.3% | -63.2% | +28.9% | -4.9% |
| 1Y | -32.6% | -69.7% | +37.2% | +5.8% |
| 3Y | +101.3% | -83.3% | +184.6% | +241.4% |
| 5Y | +12.6% | -80.8% | +93.4% | +63.8% |
| All | +41.1% | -82.7% | +123.7% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling