-23.6%
TMUS vs SYF
+5.5%
-29.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | -0.3% | +2.6% | -2.9% | -0.2% |
| 30D | +3.1% | 0.0% | +3.1% | +3.1% |
| 3M | +2.4% | +11.9% | -9.5% | +3.5% |
| 6M | -17.1% | +18.9% | -36.0% | -15.7% |
| YTD | -9.1% | -4.6% | -4.5% | -8.3% |
| 1Y | -23.6% | +6.4% | -30.0% | -22.4% |
| All | -23.6% | +5.5% | -29.1% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling