+295.2%
TEL vs SYF
+255.8%
+39.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +1.0% |
| 7D | -2.3% | -5.5% | +3.2% | +0.1% |
| 30D | -6.1% | -3.9% | -2.2% | -4.6% |
| 3M | +1.7% | +8.9% | -7.2% | -2.5% |
| 6M | +1.6% | +16.2% | -14.6% | -5.2% |
| YTD | -9.1% | -8.4% | -0.6% | -6.9% |
| 1Y | -1.7% | +2.6% | -4.3% | -4.2% |
| 3Y | +67.3% | +156.4% | -89.0% | +5.8% |
| 5Y | +52.1% | +78.2% | -26.1% | +8.5% |
| All | +295.2% | +255.8% | +39.4% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling