+309.1%
TMUS vs SYF
+259.8%
+49.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | +2.6% | -2.9% | -0.8% |
| 30D | +3.1% | 0.0% | +3.1% | +3.1% |
| 3M | +2.4% | +11.9% | -9.5% | 0.0% |
| 6M | -17.1% | +18.9% | -36.0% | -20.2% |
| YTD | -9.1% | -4.6% | -4.5% | -9.0% |
| 1Y | -23.6% | +6.4% | -30.0% | -25.4% |
| 3Y | +38.8% | +167.2% | -128.3% | +7.0% |
| 5Y | +43.0% | +92.3% | -49.4% | +15.7% |
| 10Y | +309.1% | +263.2% | +45.9% | +142.8% |
| All | +309.1% | +259.8% | +49.3% | +142.8% |
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