+170.6%
SYF vs TCOM
+5.9%
+164.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | +1.2% | +12.1% | -10.9% | -1.8% |
| 3M | -9.4% | -3.2% | -6.2% | -8.9% |
| 6M | +4.4% | -16.6% | +21.1% | +8.3% |
| YTD | -11.9% | -39.4% | +27.5% | -1.6% |
| 1Y | -0.4% | -41.5% | +41.1% | +12.3% |
| 3Y | +159.6% | +24.4% | +135.2% | +127.0% |
| 5Y | +60.9% | +41.6% | +19.3% | +24.9% |
| All | +170.6% | +5.9% | +164.7% | +111.6% |
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