-28.6%
TOST vs SYF
+61.2%
-89.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.6% |
| 7D | +3.0% | -4.2% | +7.1% | +5.9% |
| 30D | +10.3% | -1.1% | +11.3% | +11.0% |
| 3M | -3.3% | -7.9% | +4.6% | +1.7% |
| 6M | +37.8% | -1.1% | +38.9% | +37.4% |
| YTD | -2.8% | -12.6% | +9.8% | +4.3% |
| 1Y | -9.6% | -2.4% | -7.2% | -10.0% |
| 3Y | +144.6% | +156.6% | -12.0% | +15.6% |
| All | -28.6% | +61.2% | -89.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling