+5.7%
SYF vs TSLQ
-50.5%
+56.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +1.0% |
| 7D | +2.4% | -5.8% | +8.2% | +2.1% |
| 30D | +0.8% | -22.1% | +22.9% | -0.7% |
| 3M | +13.4% | +10.1% | +3.4% | +15.6% |
| 6M | +16.3% | -6.8% | +23.1% | +17.6% |
| YTD | -3.0% | +8.5% | -11.5% | -1.1% |
| 1Y | +5.7% | -49.7% | +55.4% | +8.0% |
| All | +5.7% | -50.5% | +56.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling