+340.9%
SYF vs TMF
-75.5%
+416.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.4% | -1.4% | +3.8% | +2.2% |
| 30D | +0.8% | -2.8% | +3.7% | +0.4% |
| 3M | +13.4% | -10.9% | +24.3% | +11.3% |
| 6M | +16.3% | -21.3% | +37.7% | +11.8% |
| YTD | -3.0% | -15.9% | +12.9% | -5.6% |
| 1Y | +5.7% | -15.7% | +21.5% | +3.1% |
| 3Y | +160.1% | -43.4% | +203.5% | +142.7% |
| 5Y | +88.5% | -87.8% | +176.3% | +26.7% |
| 10Y | +263.1% | -86.7% | +349.8% | +182.5% |
| All | +340.9% | -75.5% | +416.4% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling