-44.5%
TOST vs SYF
+67.9%
-112.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.9% |
| 7D | 0.0% | -2.0% | +2.0% | +1.3% |
| 30D | +16.2% | +1.2% | +15.0% | +15.3% |
| 3M | -1.5% | -9.4% | +7.8% | +4.5% |
| 6M | +55.3% | +4.4% | +50.9% | +49.6% |
| YTD | -2.3% | -11.9% | +9.6% | +4.1% |
| 1Y | -5.5% | -0.4% | -5.1% | -7.2% |
| 3Y | +151.1% | +159.6% | -8.4% | +21.7% |
| 5Y | -27.9% | +60.9% | -88.8% | -57.3% |
| All | -44.5% | +67.9% | -112.4% | -67.3% |
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 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