+416.5%
TPR vs SYF
+158.5%
+257.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +14.2% | -2.1% | +16.3% | +15.3% |
| 30D | +17.1% | +2.5% | +14.6% | +15.7% |
| 3M | -17.7% | -6.3% | -11.4% | -15.5% |
| 6M | -10.2% | -1.5% | -8.7% | -10.3% |
| YTD | +4.9% | -10.5% | +15.4% | +8.7% |
| 1Y | +36.1% | +1.5% | +34.6% | +32.5% |
| 3Y | +416.5% | +163.3% | +253.2% | +209.8% |
| All | +416.5% | +158.5% | +257.9% | +209.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling