+15.4%
SOFI vs TTD
-80.2%
+95.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -3.5% | +6.3% | -9.8% | -6.2% |
| 3M | +3.9% | -24.1% | +28.0% | +13.6% |
| 6M | -6.5% | -47.4% | +40.9% | +17.5% |
| YTD | -33.8% | -62.2% | +28.4% | -4.5% |
| 1Y | -33.3% | -68.3% | +35.0% | +3.7% |
| 3Y | +94.6% | -83.4% | +178.0% | +232.6% |
| All | +15.4% | -80.2% | +95.6% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling