+15.4%
SOFI vs TTMI
+830.4%
-815.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | -0.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.2% |
| 30D | -3.5% | -8.4% | +5.0% | -1.0% |
| 3M | +3.9% | -32.5% | +36.4% | +16.8% |
| 6M | -6.5% | +32.5% | -39.0% | -25.0% |
| YTD | -33.8% | +83.2% | -117.1% | -56.8% |
| 1Y | -33.3% | +161.7% | -195.0% | -64.8% |
| 3Y | +94.6% | +890.1% | -795.5% | -50.6% |
| All | +15.4% | +830.4% | -815.0% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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