+240.4%
TPR vs SYF
+89.0%
+151.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | +2.4% | -4.7% | -3.5% |
| 30D | -23.0% | +0.8% | -23.8% | -23.5% |
| 3M | -12.5% | +13.4% | -25.9% | -18.7% |
| 6M | -21.4% | +16.3% | -37.8% | -28.1% |
| YTD | -3.5% | -3.0% | -0.5% | -3.6% |
| 1Y | +17.4% | +5.7% | +11.6% | +11.6% |
| 3Y | +291.3% | +160.1% | +131.1% | +114.4% |
| All | +240.4% | +89.0% | +151.4% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling