+98.6%
TFC vs SYF
+259.8%
-161.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.1% |
| 7D | +2.2% | +2.6% | -0.4% | +0.6% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +4.5% | +11.9% | -7.4% | -3.4% |
| 6M | +11.0% | +18.9% | -7.9% | -1.4% |
| YTD | +5.9% | -4.6% | +10.5% | +7.1% |
| 1Y | +14.6% | +6.4% | +8.2% | +7.9% |
| 3Y | +96.7% | +167.2% | -70.4% | -0.8% |
| 5Y | +15.6% | +92.3% | -76.8% | -30.5% |
| 10Y | +98.6% | +263.2% | -164.6% | -26.0% |
| All | +98.6% | +259.8% | -161.1% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling