+9.4%
TMO vs SYF
+76.4%
-67.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -2.5% | -5.5% | +3.1% | -1.1% |
| 30D | -0.3% | -3.9% | +3.6% | +0.6% |
| 3M | +25.3% | +8.9% | +16.3% | +22.1% |
| 6M | +20.9% | +16.2% | +4.6% | +16.1% |
| YTD | +4.3% | -8.4% | +12.7% | +5.8% |
| 1Y | +27.0% | +2.6% | +24.4% | +25.0% |
| 3Y | +17.5% | +156.4% | -138.9% | -8.6% |
| All | +9.4% | +76.4% | -67.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling