+371.7%
TPR vs SYF
+189.2%
+182.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +6.4% | -3.6% | +10.0% | +8.7% |
| 30D | +13.8% | -1.7% | +15.5% | +14.9% |
| 3M | -16.6% | -7.8% | -8.8% | -12.9% |
| 6M | +0.7% | +3.4% | -2.7% | -2.6% |
| YTD | +5.3% | -12.2% | +17.5% | +11.3% |
| 1Y | +32.4% | -1.6% | +33.9% | +30.3% |
| 3Y | +406.4% | +157.8% | +248.6% | +158.4% |
| 5Y | +227.9% | +61.9% | +166.0% | +116.2% |
| 10Y | +371.7% | +180.0% | +191.7% | +90.5% |
| All | +371.7% | +189.2% | +182.5% | +90.5% |
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