+340.9%
SYF vs TCOM
+37.4%
+303.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | -9.5% | +11.9% | +4.6% |
| 30D | +0.8% | -10.7% | +11.6% | +3.3% |
| 3M | +13.4% | -14.6% | +28.0% | +16.7% |
| 6M | +16.3% | -19.3% | +35.7% | +21.2% |
| YTD | -3.0% | -42.9% | +39.9% | +8.6% |
| 1Y | +5.7% | -43.8% | +49.5% | +18.6% |
| 3Y | +160.1% | +2.1% | +158.0% | +144.1% |
| 5Y | +88.5% | +31.2% | +57.3% | +55.1% |
| 10Y | +263.1% | -13.9% | +277.0% | +197.7% |
| All | +340.9% | +37.4% | +303.5% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling