+291.2%
TSM vs SOFI
+22.5%
+268.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.4% |
| 7D | +6.2% | -4.9% | +11.1% | +7.2% |
| 30D | -7.3% | +8.4% | -15.7% | -8.7% |
| 3M | -7.1% | -16.3% | +9.2% | -4.3% |
| 6M | +0.2% | +0.7% | -0.5% | -0.4% |
| YTD | +32.2% | -41.1% | +73.3% | +43.3% |
| 1Y | +42.8% | -45.7% | +88.5% | +56.6% |
| 3Y | +330.4% | +119.0% | +211.4% | +262.6% |
| 5Y | +263.9% | -32.2% | +296.2% | +227.9% |
| All | +291.2% | +22.5% | +268.8% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling