+42.0%
SOFI vs TTMI
+792.6%
-750.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -2.3% |
| 7D | -2.9% | +7.5% | -10.3% | -5.8% |
| 30D | -4.4% | -4.5% | +0.1% | -3.6% |
| 3M | +5.2% | -28.5% | +33.8% | +15.5% |
| 6M | -7.8% | +28.4% | -36.1% | -24.9% |
| YTD | -33.8% | +80.1% | -113.9% | -56.4% |
| 1Y | -33.3% | +161.0% | -194.3% | -64.7% |
| 3Y | +102.7% | +862.4% | -759.7% | -47.3% |
| 5Y | +10.5% | +812.9% | -802.5% | -72.3% |
| All | +42.0% | +792.6% | -750.6% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling