+18.3%
TMO vs SYF
+154.1%
-135.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -2.5% | -5.5% | +3.1% | -1.0% |
| 30D | -0.3% | -3.9% | +3.6% | +0.6% |
| 3M | +25.3% | +8.9% | +16.3% | +21.8% |
| 6M | +20.9% | +16.2% | +4.6% | +15.9% |
| YTD | +4.3% | -8.4% | +12.7% | +5.7% |
| 1Y | +27.0% | +2.6% | +24.4% | +24.8% |
| All | +18.3% | +154.1% | -135.8% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling