+12.2%
TEM vs SYF
-1.0%
+13.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.4% |
| 7D | +3.5% | -4.2% | +7.7% | +6.1% |
| 30D | +13.5% | -1.1% | +14.6% | +14.3% |
| 3M | +46.3% | -7.9% | +54.2% | +52.7% |
| 6M | +61.5% | -1.1% | +62.6% | +60.5% |
| YTD | +36.4% | -12.6% | +49.0% | +39.4% |
| 1Y | +12.2% | -2.4% | +14.6% | +4.2% |
| All | +12.2% | -1.0% | +13.3% | +4.2% |
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