+299.1%
TGT vs SYF
+340.9%
-41.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | +12.2% | +0.8% | +11.3% | +11.9% |
| 3M | +33.8% | +13.4% | +20.4% | +29.1% |
| 6M | +39.3% | +16.3% | +23.0% | +33.3% |
| YTD | +72.9% | -3.0% | +75.9% | +72.6% |
| 1Y | +84.6% | +5.7% | +78.8% | +80.1% |
| 3Y | +46.2% | +160.1% | -113.9% | +12.5% |
| 5Y | -21.3% | +88.5% | -109.9% | -36.5% |
| 10Y | +213.5% | +263.1% | -49.5% | +112.7% |
| All | +299.1% | +340.9% | -41.8% | +146.1% |
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