-43.8%
TOST vs SYF
+71.4%
-115.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.2% |
| 7D | +11.6% | -3.8% | +15.4% | +14.4% |
| 30D | +16.2% | +2.6% | +13.6% | +14.2% |
| 3M | +1.0% | -6.5% | +7.6% | +5.1% |
| 6M | +23.2% | +0.8% | +22.4% | +21.5% |
| YTD | -1.0% | -10.1% | +9.1% | +4.2% |
| 1Y | -9.9% | +0.8% | -10.7% | -12.1% |
| 3Y | +101.0% | +158.8% | -57.8% | -2.2% |
| 5Y | -40.4% | +67.5% | -107.9% | -65.1% |
| All | -43.8% | +71.4% | -115.1% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling