+84.7%
TFC vs SYF
+219.4%
-134.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | +0.3% | -4.3% | +4.6% | +3.1% |
| 30D | +9.2% | +1.0% | +8.1% | +8.4% |
| 3M | -2.9% | -6.4% | +3.5% | +0.9% |
| 6M | +3.5% | +1.0% | +2.5% | +1.8% |
| YTD | +5.4% | -10.7% | +16.2% | +10.9% |
| 1Y | +17.3% | +1.8% | +15.6% | +13.5% |
| 3Y | +96.7% | +165.8% | -69.2% | -0.9% |
| 5Y | -1.1% | +65.9% | -67.0% | -34.7% |
| 10Y | +84.7% | +206.0% | -121.2% | -24.7% |
| All | +84.7% | +219.4% | -134.7% | -24.7% |
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