+61.0%
SYF vs TMF
-88.6%
+149.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.8% |
| 7D | -2.0% | -9.3% | +7.2% | -2.1% |
| 30D | +1.2% | +1.9% | -0.7% | +1.2% |
| 3M | -9.4% | -11.2% | +1.9% | -9.5% |
| 6M | +4.4% | -17.7% | +22.1% | +4.2% |
| YTD | -11.9% | -24.5% | +12.5% | -12.3% |
| 1Y | -0.4% | -29.4% | +29.0% | -1.0% |
| 3Y | +159.6% | -33.4% | +193.0% | +157.0% |
| All | +61.0% | -88.6% | +149.7% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling