+303.9%
SYF vs TRMB
+75.9%
+228.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -4.7% | -17.0% | +12.3% | +3.9% |
| 30D | +0.6% | -9.0% | +9.6% | +4.2% |
| 3M | -6.8% | -8.1% | +1.3% | -4.4% |
| 6M | +0.5% | -10.1% | +10.6% | +3.8% |
| YTD | -11.1% | -30.2% | +19.1% | +4.6% |
| 1Y | +1.3% | -30.7% | +32.0% | +19.6% |
| 3Y | +164.6% | +32.6% | +132.0% | +124.0% |
| 5Y | +65.2% | -38.1% | +103.3% | +99.0% |
| 10Y | +204.6% | +98.9% | +105.7% | +118.0% |
| All | +303.9% | +75.9% | +228.0% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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