+16.4%
SOFI vs TYL
-28.2%
+44.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +1.9% |
| 7D | +5.6% | -7.6% | +13.2% | +11.4% |
| 30D | -2.0% | +11.3% | -13.3% | -9.9% |
| 3M | +9.2% | +14.5% | -5.3% | -4.2% |
| 6M | -4.7% | -7.1% | +2.4% | -3.4% |
| YTD | -31.2% | -23.4% | -7.8% | -19.7% |
| 1Y | -30.6% | -38.6% | +7.9% | -2.3% |
| 3Y | +110.6% | -11.3% | +122.0% | +96.4% |
| 5Y | +16.4% | -28.0% | +44.4% | +51.7% |
| All | +16.4% | -28.2% | +44.6% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling