-80.5%
TE vs SYF
+141.1%
-221.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.4% |
| 7D | -19.1% | -2.0% | -17.0% | -18.3% |
| 30D | -34.1% | +1.2% | -35.3% | -34.5% |
| 3M | -60.1% | -9.4% | -50.8% | -58.4% |
| 6M | -66.0% | +4.4% | -70.4% | -66.5% |
| YTD | -71.4% | -11.9% | -59.5% | -70.1% |
| 1Y | -45.3% | -0.4% | -44.9% | -45.5% |
| 3Y | +9.1% | +159.6% | -150.4% | -14.3% |
| 5Y | -82.6% | +60.9% | -143.5% | -85.8% |
| All | -80.5% | +141.1% | -221.7% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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