+70.9%
SYF vs TPG
+74.1%
-3.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | -4.9% | -9.4% | +4.5% | +0.3% |
| 30D | -4.3% | -5.3% | +1.0% | -1.9% |
| 3M | +5.5% | +12.9% | -7.4% | -2.3% |
| 6M | +17.5% | +20.1% | -2.6% | +4.4% |
| YTD | -7.8% | -22.5% | +14.7% | +3.9% |
| 1Y | +1.6% | -19.7% | +21.3% | +11.5% |
| 3Y | +154.8% | +81.2% | +73.6% | +80.5% |
| All | +70.9% | +74.1% | -3.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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