+61.0%
SYF vs TRGP
+504.4%
-443.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +12.4% | -14.4% | -6.7% |
| 30D | +1.2% | +2.6% | -1.4% | -0.6% |
| 3M | -9.4% | +11.9% | -21.2% | -14.6% |
| 6M | +4.4% | +13.9% | -9.5% | -3.7% |
| YTD | -11.9% | +64.2% | -76.1% | -33.3% |
| 1Y | -0.4% | +78.5% | -78.9% | -28.0% |
| 3Y | +159.6% | +272.9% | -113.3% | +28.9% |
| All | +61.0% | +504.4% | -443.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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