+356.2%
TPR vs SYF
+178.4%
+177.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.9% |
| 30D | +15.1% | +1.2% | +13.9% | +14.2% |
| 3M | +3.5% | -9.4% | +12.9% | +9.4% |
| 6M | +0.4% | +4.4% | -4.0% | -3.4% |
| YTD | +4.6% | -11.9% | +16.5% | +10.3% |
| 1Y | +33.1% | -0.4% | +33.5% | +30.0% |
| 3Y | +396.0% | +159.6% | +236.4% | +152.1% |
| 5Y | +230.3% | +60.9% | +169.4% | +118.7% |
| All | +356.2% | +178.4% | +177.8% | +87.4% |
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 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