+320.4%
TEL vs SYF
+340.9%
-20.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +1.9% |
| 30D | -3.9% | +0.8% | -4.8% | -4.4% |
| 3M | -5.1% | +13.4% | -18.5% | -10.4% |
| 6M | +0.6% | +16.3% | -15.7% | -6.1% |
| YTD | -7.3% | -3.0% | -4.3% | -7.3% |
| 1Y | +1.1% | +5.7% | -4.6% | -2.7% |
| 3Y | +63.7% | +160.1% | -96.4% | +3.8% |
| 5Y | +50.7% | +88.5% | -37.8% | +5.6% |
| 10Y | +290.2% | +263.1% | +27.1% | +82.9% |
| All | +320.4% | +340.9% | -20.5% | +88.3% |
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