+340.9%
SYF vs TRMB
+91.3%
+249.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +2.4% | -2.5% | +4.9% | +3.8% |
| 30D | +0.8% | +1.5% | -0.7% | -0.3% |
| 3M | +13.4% | +6.8% | +6.6% | +8.6% |
| 6M | +16.3% | -14.9% | +31.3% | +25.6% |
| YTD | -3.0% | -24.1% | +21.1% | +11.1% |
| 1Y | +5.7% | -25.4% | +31.1% | +21.9% |
| 3Y | +160.1% | +8.0% | +152.1% | +146.0% |
| 5Y | +88.5% | -37.3% | +125.8% | +128.3% |
| 10Y | +263.1% | +116.8% | +146.3% | +152.4% |
| All | +340.9% | +91.3% | +249.6% | +202.5% |
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