+383.3%
TPR vs SYF
+196.3%
+187.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.9% |
| 7D | +12.1% | -4.2% | +16.3% | +14.9% |
| 30D | +16.7% | -1.1% | +17.7% | +17.3% |
| 3M | -17.4% | -7.9% | -9.5% | -13.7% |
| 6M | +2.3% | -1.1% | +3.4% | +1.5% |
| YTD | +7.1% | -12.6% | +19.7% | +13.5% |
| 1Y | +29.5% | -2.4% | +31.9% | +28.1% |
| 3Y | +415.0% | +156.6% | +258.4% | +163.6% |
| 5Y | +261.5% | +61.9% | +199.6% | +138.3% |
| 10Y | +383.3% | +186.5% | +196.9% | +94.8% |
| All | +383.3% | +196.3% | +187.0% | +94.8% |
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