+887.4%
TSEM vs SYF
+189.2%
+698.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +7.5% |
| 7D | +6.8% | -3.6% | +10.3% | +8.1% |
| 30D | -26.6% | -1.7% | -24.9% | -26.2% |
| 3M | -36.3% | -7.8% | -28.5% | -34.6% |
| 6M | -30.6% | +3.4% | -34.0% | -31.9% |
| YTD | +35.3% | -12.2% | +47.5% | +39.5% |
| 1Y | +59.2% | -1.6% | +60.8% | +58.0% |
| 3Y | +547.7% | +157.8% | +389.9% | +365.6% |
| 5Y | +337.5% | +61.9% | +275.6% | +251.4% |
| 10Y | +887.4% | +180.0% | +707.4% | +528.8% |
| All | +887.4% | +189.2% | +698.2% | +528.8% |
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 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