-24.4%
TEM vs SYF
+4.8%
-29.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -3.8% |
| 7D | -1.1% | -1.3% | +0.3% | -0.3% |
| 30D | +11.3% | -1.1% | +12.4% | +11.6% |
| 3M | +25.5% | +7.4% | +18.1% | +20.0% |
| 6M | +17.1% | +16.2% | +0.9% | +8.9% |
| YTD | +3.8% | -6.1% | +9.9% | +3.0% |
| 1Y | -24.4% | +3.4% | -27.7% | -24.8% |
| All | -24.4% | +4.8% | -29.2% | -24.8% |
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