+1.4%
TLT vs SYF
+303.9%
-302.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | 0.0% |
| 7D | +0.3% | -4.7% | +5.0% | -0.1% |
| 30D | +5.1% | +0.6% | +4.5% | +5.2% |
| 3M | -0.2% | -6.8% | +6.6% | -0.7% |
| 6M | -2.9% | +0.5% | -3.5% | -2.8% |
| YTD | -2.7% | -11.1% | +8.5% | -3.3% |
| 1Y | -4.6% | +1.3% | -5.9% | -4.2% |
| 3Y | +6.1% | +164.6% | -158.6% | +17.0% |
| 5Y | -35.1% | +65.2% | -100.3% | -31.1% |
| 10Y | -12.5% | +204.6% | -217.1% | +4.2% |
| All | +1.4% | +303.9% | -302.5% | +26.3% |
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