+300.4%
SYF vs TRI
+286.5%
+13.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | -2.9% | +0.9% | -0.9% |
| 30D | +1.2% | +3.7% | -2.5% | -1.0% |
| 3M | -9.4% | +3.7% | -13.1% | -12.2% |
| 6M | +4.4% | +35.1% | -30.7% | -12.7% |
| YTD | -11.9% | -14.0% | +2.1% | -9.4% |
| 1Y | -0.4% | -19.0% | +18.5% | +5.9% |
| 3Y | +159.6% | -12.0% | +171.5% | +148.1% |
| 5Y | +60.9% | +0.6% | +60.2% | +38.0% |
| 10Y | +180.9% | +225.4% | -44.5% | +22.6% |
| All | +300.4% | +286.5% | +13.9% | +61.5% |
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