-33.3%
SOFI vs TTD
-69.0%
+35.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | 0.0% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -3.5% | +6.3% | -9.8% | -5.0% |
| 3M | +3.9% | -24.1% | +28.0% | +9.7% |
| 6M | -6.5% | -47.4% | +40.9% | +10.2% |
| YTD | -33.8% | -62.2% | +28.4% | -10.2% |
| 1Y | -33.3% | -68.3% | +35.0% | +3.0% |
| All | -33.3% | -69.0% | +35.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling