+93.4%
SOFI vs TTD
-83.5%
+176.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -7.0% | -7.4% | +0.4% | -4.7% |
| 30D | -4.3% | +3.0% | -7.3% | -5.3% |
| 3M | +8.4% | -27.6% | +36.0% | +17.9% |
| 6M | -5.9% | -49.5% | +43.6% | +14.0% |
| YTD | -34.3% | -63.2% | +28.9% | -11.7% |
| 1Y | -32.6% | -69.7% | +37.2% | -3.3% |
| All | +93.4% | -83.5% | +176.9% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling