+328.6%
TMO vs SYF
+258.4%
+70.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | +1.1% | -4.3% | +5.4% | +1.9% |
| 3M | +28.3% | +5.5% | +22.8% | +26.7% |
| 6M | +23.3% | +17.5% | +5.8% | +19.2% |
| YTD | +5.5% | -7.8% | +13.2% | +6.5% |
| 1Y | +24.5% | +1.6% | +22.9% | +23.3% |
| 3Y | +19.6% | +154.8% | -135.2% | -1.2% |
| 5Y | +8.1% | +79.5% | -71.4% | -7.4% |
| All | +328.6% | +258.4% | +70.3% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling