+435.4%
TRV vs SYF
+340.9%
+94.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | +2.4% | -2.5% | -0.9% |
| 30D | -3.4% | +0.8% | -4.3% | -3.8% |
| 3M | +26.4% | +13.4% | +13.0% | +21.0% |
| 6M | +19.3% | +16.3% | +3.0% | +13.0% |
| YTD | +28.3% | -3.0% | +31.3% | +27.9% |
| 1Y | +34.3% | +5.7% | +28.6% | +29.9% |
| 3Y | +140.1% | +160.1% | -20.0% | +66.7% |
| 5Y | +155.7% | +88.5% | +67.2% | +90.4% |
| 10Y | +285.5% | +263.1% | +22.5% | +109.9% |
| All | +435.4% | +340.9% | +94.5% | +185.7% |
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