+265.7%
TSM vs SOFI
-32.9%
+298.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.4% |
| 7D | +6.2% | -4.9% | +11.1% | +7.4% |
| 30D | -7.3% | +8.4% | -15.7% | -9.0% |
| 3M | -7.1% | -16.3% | +9.2% | -3.8% |
| 6M | +0.2% | +0.7% | -0.5% | -0.6% |
| YTD | +32.2% | -41.1% | +73.3% | +45.2% |
| 1Y | +42.8% | -45.7% | +88.5% | +59.0% |
| 3Y | +330.4% | +119.0% | +211.4% | +249.7% |
| All | +265.7% | -32.9% | +298.6% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 SOFI 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