-44.4%
TOST vs SYF
+69.4%
-113.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +4.0% | -4.7% | +8.7% | +7.2% |
| 30D | +11.1% | +0.6% | +10.5% | +10.6% |
| 3M | +0.8% | -6.8% | +7.7% | +5.2% |
| 6M | +38.8% | +0.5% | +38.3% | +37.1% |
| YTD | -2.1% | -11.1% | +9.1% | +3.8% |
| 1Y | -6.0% | +1.3% | -7.3% | -8.6% |
| 3Y | +149.8% | +164.6% | -14.9% | +19.5% |
| 5Y | -42.8% | +65.2% | -107.9% | -66.2% |
| All | -44.4% | +69.4% | -113.8% | -67.4% |
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 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