+49.3%
SOFI vs TYL
-17.0%
+66.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | +1.2% |
| 7D | +0.9% | -3.7% | +4.6% | +3.4% |
| 30D | -0.2% | +18.7% | -18.9% | -11.9% |
| 3M | +6.2% | +18.1% | -11.9% | -8.3% |
| 6M | -2.6% | -1.1% | -1.4% | -5.6% |
| YTD | -30.4% | -19.8% | -10.6% | -21.8% |
| 1Y | -28.2% | -34.3% | +6.1% | -5.5% |
| 3Y | +107.3% | -8.2% | +115.5% | +93.3% |
| 5Y | +20.2% | -25.4% | +45.6% | +39.0% |
| All | +49.3% | -17.0% | +66.4% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling