+344.9%
TRV vs SYF
+178.4%
+166.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.0% | -2.0% | +4.1% | +2.7% |
| 30D | +6.7% | +1.2% | +5.5% | +6.3% |
| 3M | +9.4% | -9.4% | +18.7% | +12.5% |
| 6M | +37.7% | +4.4% | +33.3% | +34.9% |
| YTD | +40.6% | -11.9% | +52.5% | +44.2% |
| 1Y | +42.4% | -0.4% | +42.8% | +40.2% |
| 3Y | +148.1% | +159.6% | -11.4% | +69.6% |
| 5Y | +181.7% | +60.9% | +120.8% | +119.6% |
| All | +344.9% | +178.4% | +166.5% | +157.0% |
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