+123.6%
TFC vs SYF
+340.9%
-217.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.4% | +2.4% | 0.0% | +1.0% |
| 30D | -1.3% | +0.8% | -2.1% | -1.9% |
| 3M | +6.1% | +13.4% | -7.3% | -2.5% |
| 6M | +7.3% | +16.3% | -9.0% | -3.0% |
| YTD | +8.2% | -3.0% | +11.2% | +8.3% |
| 1Y | +14.4% | +5.7% | +8.7% | +8.4% |
| 3Y | +93.7% | +160.1% | -66.4% | +1.7% |
| 5Y | +16.4% | +88.5% | -72.1% | -27.9% |
| 10Y | +101.6% | +263.1% | -161.5% | -22.2% |
| All | +123.6% | +340.9% | -217.3% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling