+156.6%
SYF vs TMF
-30.8%
+187.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.1% |
| 7D | -4.2% | -1.1% | -3.1% | -4.2% |
| 30D | -1.1% | +11.8% | -12.9% | -1.0% |
| 3M | -7.9% | -4.0% | -3.8% | -7.9% |
| 6M | -1.1% | -16.5% | +15.4% | -1.5% |
| YTD | -12.6% | -19.9% | +7.3% | -13.1% |
| 1Y | -2.4% | -25.6% | +23.2% | -3.4% |
| 3Y | +156.6% | -29.9% | +186.5% | +147.5% |
| All | +156.6% | -30.8% | +187.4% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling