+16.2%
TFC vs SYF
-1.7%
+17.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +2.3% | -2.0% | +4.3% | +3.2% |
| 30D | +10.8% | +1.2% | +9.6% | +10.2% |
| 3M | -3.8% | -9.4% | +5.6% | +0.5% |
| 6M | +9.6% | +4.4% | +5.2% | +6.5% |
| YTD | +5.8% | -11.9% | +17.7% | +8.0% |
| 1Y | +16.2% | -0.4% | +16.6% | +11.0% |
| All | +16.2% | -1.7% | +17.8% | +11.0% |
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 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