+228.9%
TSCO vs SYF
+326.7%
-97.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -3.3% |
| 7D | -2.5% | -1.3% | -1.1% | -2.2% |
| 30D | -1.1% | -1.1% | 0.0% | -0.9% |
| 3M | +14.3% | +7.4% | +6.9% | +12.2% |
| 6M | -31.9% | +16.2% | -48.1% | -34.2% |
| YTD | -30.7% | -6.1% | -24.6% | -30.2% |
| 1Y | -41.1% | +3.4% | -44.4% | -42.0% |
| 3Y | -17.1% | +162.9% | -180.0% | -35.1% |
| 5Y | -7.5% | +85.6% | -93.1% | -24.0% |
| 10Y | +192.6% | +262.7% | -70.1% | +91.3% |
| All | +228.9% | +326.7% | -97.9% | +93.7% |
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