+501.7%
TSEM vs SYF
+159.3%
+342.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.1% |
| 7D | -9.5% | -4.2% | -5.3% | -7.7% |
| 30D | -35.5% | -1.1% | -34.4% | -35.2% |
| 3M | -41.6% | -7.9% | -33.7% | -39.4% |
| 6M | -30.1% | -1.1% | -29.0% | -30.6% |
| YTD | +25.7% | -12.6% | +38.3% | +31.2% |
| 1Y | +50.5% | -2.4% | +52.8% | +48.5% |
| 3Y | +501.7% | +156.6% | +345.1% | +331.0% |
| All | +501.7% | +159.3% | +342.4% | +331.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling