+204.6%
SYF vs TMF
-83.0%
+287.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.7% | +0.6% | -5.3% | -4.6% |
| 30D | +0.6% | +16.3% | -15.7% | +2.9% |
| 3M | -6.8% | -2.7% | -4.1% | -7.2% |
| 6M | +0.5% | -13.2% | +13.7% | -1.7% |
| YTD | -11.1% | -16.7% | +5.5% | -13.6% |
| 1Y | +1.3% | -22.7% | +24.0% | -2.8% |
| 3Y | +164.6% | -26.1% | +190.7% | +159.3% |
| 5Y | +65.2% | -88.4% | +153.6% | +3.4% |
| 10Y | +204.6% | -81.8% | +286.4% | +140.8% |
| All | +204.6% | -83.0% | +287.6% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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