-0.8%
TOST vs SYF
+4.2%
-5.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +10.7% | -0.4% | +11.2% | +10.9% |
| 30D | +17.7% | +4.4% | +13.4% | +14.8% |
| 3M | +4.6% | -4.7% | +9.3% | +7.1% |
| 6M | +20.3% | +1.9% | +18.4% | +17.9% |
| YTD | -0.4% | -8.9% | +8.6% | -0.1% |
| 1Y | -0.8% | +4.1% | -4.8% | -15.3% |
| All | -0.8% | +4.2% | -5.0% | -15.3% |
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