+786.5%
TSEM vs SYF
+178.4%
+608.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.2% |
| 7D | +7.0% | -2.0% | +9.0% | +7.7% |
| 30D | -29.8% | +1.2% | -31.0% | -30.1% |
| 3M | -41.9% | -9.4% | -32.6% | -40.0% |
| 6M | -45.8% | +4.4% | -50.2% | -46.9% |
| YTD | +25.1% | -11.9% | +37.0% | +28.8% |
| 1Y | +48.2% | -0.4% | +48.7% | +46.4% |
| 3Y | +476.5% | +159.6% | +316.9% | +313.6% |
| 5Y | +301.4% | +60.9% | +240.6% | +223.2% |
| All | +786.5% | +178.4% | +608.0% | +474.0% |
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