+42.0%
SOFI vs TXT
+69.2%
-27.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -1.2% |
| 7D | -4.9% | +2.5% | -7.4% | -6.8% |
| 30D | -3.5% | -8.9% | +5.4% | +3.5% |
| 3M | +3.9% | -13.6% | +17.5% | +15.8% |
| 6M | -6.5% | -13.1% | +6.6% | +2.9% |
| YTD | -33.8% | -7.0% | -26.8% | -32.1% |
| 1Y | -33.3% | -1.4% | -31.9% | -35.1% |
| 3Y | +94.6% | +7.0% | +87.7% | +74.1% |
| 5Y | +13.3% | +15.4% | -2.1% | -4.3% |
| All | +42.0% | +69.2% | -27.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling