+113.7%
TFC vs SYF
+306.8%
-193.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.2% | -2.1% | +3.3% | +2.6% |
| 30D | +8.3% | +2.5% | +5.8% | +6.6% |
| 3M | -5.2% | -6.3% | +1.1% | -1.6% |
| 6M | -0.8% | -1.5% | +0.7% | -0.9% |
| YTD | +3.4% | -10.5% | +14.0% | +8.6% |
| 1Y | +17.0% | +1.5% | +15.5% | +13.5% |
| 3Y | +86.2% | +163.3% | -77.1% | -3.2% |
| 5Y | -2.3% | +66.8% | -69.0% | -34.7% |
| 10Y | +93.9% | +228.5% | -134.6% | -20.7% |
| All | +113.7% | +306.8% | -193.1% | -16.2% |
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