+340.9%
SYF vs TRI
+273.7%
+67.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +2.3% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +0.8% | +7.9% | -7.0% | -2.9% |
| 3M | +13.4% | +24.1% | -10.7% | +0.9% |
| 6M | +16.3% | +3.8% | +12.5% | +10.5% |
| YTD | -3.0% | -16.9% | +13.8% | +2.4% |
| 1Y | +5.7% | -38.4% | +44.1% | +31.4% |
| 3Y | +160.1% | -12.2% | +172.3% | +149.6% |
| 5Y | +88.5% | -1.8% | +90.3% | +64.3% |
| 10Y | +263.1% | +207.6% | +55.5% | +64.6% |
| All | +340.9% | +273.7% | +67.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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