+100.1%
TEM vs SYF
+77.2%
+22.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -2.7% |
| 7D | +3.5% | -4.2% | +7.7% | +7.6% |
| 30D | +13.5% | -1.1% | +14.6% | +14.5% |
| 3M | +46.3% | -7.9% | +54.2% | +56.2% |
| 6M | +61.5% | -1.1% | +62.6% | +59.5% |
| YTD | +36.4% | -12.6% | +49.0% | +49.8% |
| 1Y | +12.2% | -2.4% | +14.6% | +9.5% |
| All | +100.1% | +77.2% | +22.9% | +45.9% |
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