-10.5%
TEM vs SYF
+4.2%
-14.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -9.5% | +4.4% | -13.9% | -11.8% |
| 3M | +60.7% | -4.7% | +65.4% | +64.5% |
| 6M | +35.5% | +1.9% | +33.6% | +32.4% |
| YTD | +28.0% | -8.9% | +37.0% | +28.0% |
| 1Y | -10.5% | +4.1% | -14.6% | -23.2% |
| All | -10.5% | +4.2% | -14.7% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling