+18.0%
TPR vs SYF
+7.2%
+10.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | +2.4% | -4.7% | -3.2% |
| 30D | -23.0% | +0.8% | -23.8% | -23.4% |
| 3M | -12.5% | +13.4% | -25.9% | -17.7% |
| 6M | -21.4% | +16.3% | -37.8% | -26.9% |
| YTD | -3.5% | -3.0% | -0.5% | -4.7% |
| All | +18.0% | +7.2% | +10.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling