-40.8%
SOFI vs TYL
-10.1%
-30.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +3.2% |
| 7D | +1.4% | +17.3% | -15.9% | -0.1% |
| 30D | +9.2% | +28.9% | -19.7% | +6.1% |
| 3M | -7.1% | +35.1% | -42.1% | -10.2% |
| 6M | +7.3% | +29.3% | -22.0% | +3.6% |
| YTD | -33.6% | -6.8% | -26.8% | -35.8% |
| 1Y | -40.8% | -9.9% | -30.9% | -43.9% |
| All | -40.8% | -10.1% | -30.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling