+306.8%
SYF vs TMF
-75.8%
+382.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.5% |
| 7D | -2.1% | +1.2% | -3.3% | -2.0% |
| 30D | +2.5% | +19.7% | -17.2% | +5.4% |
| 3M | -6.3% | -2.1% | -4.2% | -6.5% |
| 6M | -1.5% | -13.4% | +12.0% | -3.7% |
| YTD | -10.5% | -16.7% | +6.2% | -13.1% |
| 1Y | +1.5% | -23.3% | +24.9% | -2.7% |
| 3Y | +163.3% | -24.8% | +188.1% | +158.9% |
| 5Y | +66.8% | -88.0% | +154.8% | +11.0% |
| 10Y | +228.5% | -84.7% | +313.2% | +161.2% |
| All | +306.8% | -75.8% | +382.6% | +255.6% |
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