-40.6%
TOST vs SYF
+65.2%
-105.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.1% |
| 7D | +9.4% | -2.1% | +11.6% | +11.0% |
| 30D | +13.5% | +2.5% | +11.0% | +11.6% |
| 3M | -0.1% | -6.3% | +6.1% | +3.8% |
| 6M | +22.5% | -1.5% | +23.9% | +22.6% |
| YTD | -2.4% | -10.5% | +8.1% | +3.2% |
| 1Y | -4.7% | +1.5% | -6.2% | -7.5% |
| 3Y | +103.2% | +163.3% | -60.0% | -5.4% |
| All | -40.6% | +65.2% | -105.7% | -62.4% |
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