+403.2%
TPR vs SYF
+340.9%
+62.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | +2.4% | -4.7% | -3.6% |
| 30D | -23.0% | +0.8% | -23.8% | -23.6% |
| 3M | -12.5% | +13.4% | -25.9% | -19.3% |
| 6M | -21.4% | +16.3% | -37.8% | -28.7% |
| YTD | -3.5% | -3.0% | -0.5% | -3.7% |
| 1Y | +17.4% | +5.7% | +11.6% | +11.1% |
| 3Y | +291.3% | +160.1% | +131.1% | +106.1% |
| 5Y | +241.9% | +88.5% | +153.4% | +110.6% |
| 10Y | +322.7% | +263.1% | +59.6% | +62.6% |
| All | +403.2% | +340.9% | +62.3% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling