+43.3%
TEL vs SYF
+61.4%
-18.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.6% | -3.3% | +8.8% | +6.9% |
| 30D | +0.9% | -2.2% | +3.1% | +1.7% |
| 3M | +2.1% | -9.3% | +11.4% | +5.9% |
| 6M | +2.7% | +2.1% | +0.7% | +1.1% |
| YTD | -3.2% | -12.6% | +9.4% | +0.7% |
| 1Y | -10.6% | -3.4% | -7.2% | -10.7% |
| 3Y | +79.8% | +156.5% | -76.7% | +16.3% |
| 5Y | +43.3% | +59.6% | -16.3% | +8.4% |
| All | +43.3% | +61.4% | -18.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling