-17.4%
TOST vs SYF
+7.1%
-24.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.4% | +2.4% | -5.8% | -4.8% |
| 30D | -2.4% | +0.8% | -3.3% | -3.1% |
| 3M | +34.6% | +13.4% | +21.2% | +23.4% |
| 6M | +15.2% | +16.3% | -1.1% | +3.7% |
| YTD | -4.4% | -3.0% | -1.4% | -5.1% |
| 1Y | -17.4% | +5.7% | -23.1% | -25.2% |
| All | -17.4% | +7.1% | -24.5% | -25.2% |
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