+12.6%
SOFI vs TXT
+10.7%
+1.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | -4.3% | -10.2% | +5.9% | +4.5% |
| 3M | +8.4% | -13.3% | +21.7% | +21.6% |
| 6M | -5.9% | -14.4% | +8.4% | +5.5% |
| YTD | -34.3% | -9.1% | -25.2% | -31.3% |
| 1Y | -32.6% | -2.2% | -30.4% | -34.5% |
| 3Y | +101.3% | +5.1% | +96.2% | +77.8% |
| 5Y | +12.6% | +12.8% | -0.3% | -7.5% |
| All | +12.6% | +10.7% | +1.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling