+340.9%
SYF vs TRGP
+287.1%
+53.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +2.4% | +0.8% | +1.6% | +2.1% |
| 30D | +0.8% | +11.5% | -10.7% | -2.8% |
| 3M | +13.4% | +9.0% | +4.4% | +9.5% |
| 6M | +16.3% | +20.5% | -4.2% | +8.3% |
| YTD | -3.0% | +59.5% | -62.5% | -17.5% |
| 1Y | +5.7% | +77.9% | -72.2% | -13.5% |
| 3Y | +160.1% | +253.6% | -93.5% | +72.6% |
| 5Y | +88.5% | +615.5% | -527.0% | +1.2% |
| 10Y | +263.1% | +897.1% | -634.0% | +45.2% |
| All | +340.9% | +287.1% | +53.8% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling