+88.6%
SYF vs TCOM
+30.1%
+58.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +2.6% | -7.6% | +10.2% | +3.9% |
| 30D | 0.0% | -12.2% | +12.3% | +2.1% |
| 3M | +11.9% | -14.2% | +26.1% | +14.3% |
| 6M | +18.9% | -25.0% | +43.9% | +24.3% |
| YTD | -4.6% | -43.7% | +39.1% | +4.2% |
| 1Y | +6.4% | -44.5% | +50.9% | +16.4% |
| 3Y | +167.2% | +13.4% | +153.7% | +151.1% |
| All | +88.6% | +30.1% | +58.5% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling