+59.2%
TSEM vs SYF
-1.8%
+61.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +7.5% |
| 7D | +6.8% | -3.6% | +10.3% | +8.0% |
| 30D | -26.6% | -1.7% | -24.9% | -26.2% |
| 3M | -36.3% | -7.8% | -28.5% | -34.7% |
| 6M | -30.6% | +3.4% | -34.0% | -31.8% |
| YTD | +35.3% | -12.2% | +47.5% | +35.8% |
| 1Y | +59.2% | -1.6% | +60.8% | +41.9% |
| All | +59.2% | -1.8% | +61.0% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling