+47.6%
SOFI vs TTD
-82.6%
+130.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | 0.0% |
| 7D | +5.6% | +1.7% | +3.9% | +4.9% |
| 30D | -2.0% | +1.6% | -3.6% | -2.9% |
| 3M | +9.2% | -27.8% | +37.0% | +21.6% |
| 6M | -4.7% | -52.1% | +47.4% | +24.1% |
| YTD | -31.2% | -63.1% | +31.9% | -0.6% |
| 1Y | -30.6% | -73.1% | +42.4% | +14.0% |
| 3Y | +110.6% | -83.3% | +193.9% | +256.7% |
| 5Y | +16.4% | -80.6% | +97.0% | +68.7% |
| All | +47.6% | -82.6% | +130.2% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling