+247.6%
SYF vs TCOM
-10.5%
+258.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -5.5% | -6.5% | +1.0% | -3.9% |
| 30D | -3.9% | -16.2% | +12.4% | +0.4% |
| 3M | +8.9% | -19.3% | +28.2% | +14.2% |
| 6M | +16.2% | -27.2% | +43.4% | +25.0% |
| YTD | -8.4% | -46.2% | +37.7% | +5.5% |
| 1Y | +2.6% | -46.6% | +49.2% | +18.4% |
| 3Y | +156.4% | +8.4% | +148.0% | +132.6% |
| 5Y | +78.2% | +25.8% | +52.4% | +42.4% |
| All | +247.6% | -10.5% | +258.1% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling