+21.4%
TMUS vs SYF
+159.4%
-138.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | +4.9% | -2.0% | +6.9% | +5.0% |
| 30D | +7.7% | +1.2% | +6.5% | +7.6% |
| 3M | -6.8% | -9.4% | +2.6% | -6.3% |
| 6M | -9.7% | +4.4% | -14.1% | -9.8% |
| YTD | -15.0% | -11.9% | -3.0% | -14.3% |
| 1Y | -19.1% | -0.4% | -18.7% | -19.2% |
| 3Y | +21.4% | +159.6% | -138.1% | +15.8% |
| All | +21.4% | +159.4% | -138.0% | +15.8% |
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 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