-24.3%
SOFI vs TYL
-22.8%
-1.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.7% |
| 7D | +0.9% | +3.5% | -2.6% | -1.5% |
| 30D | +6.0% | +26.9% | -20.9% | -10.8% |
| 3M | -8.9% | +33.8% | -42.7% | -27.0% |
| 6M | +6.3% | +28.8% | -22.5% | -15.0% |
| YTD | -36.0% | -7.9% | -28.1% | -35.0% |
| 1Y | -40.6% | -9.8% | -30.9% | -38.8% |
| 3Y | +144.5% | +1.2% | +143.3% | +110.1% |
| 5Y | -24.3% | -22.8% | -1.5% | -4.6% |
| All | -24.3% | -22.8% | -1.5% | -4.6% |
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