+42.0%
SOFI vs TXG
-51.6%
+93.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.9% |
| 7D | -4.9% | +9.5% | -14.4% | -9.0% |
| 30D | -3.5% | +18.8% | -22.2% | -11.2% |
| 3M | +3.9% | +136.1% | -132.2% | -32.6% |
| 6M | -6.5% | +235.2% | -241.8% | -50.0% |
| YTD | -33.8% | +320.5% | -354.4% | -69.0% |
| 1Y | -33.3% | +425.2% | -458.5% | -73.0% |
| 3Y | +94.6% | +42.9% | +51.7% | +37.9% |
| 5Y | +13.3% | -62.8% | +76.1% | +70.5% |
| All | +42.0% | -51.6% | +93.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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