+668.0%
TSEM vs SYF
+160.5%
+507.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +4.7% | -1.3% | +6.0% | +5.3% |
| 30D | -14.2% | -1.1% | -13.2% | -13.8% |
| 3M | -5.0% | +7.4% | -12.4% | -8.7% |
| 6M | +87.6% | +16.2% | +71.4% | +73.4% |
| YTD | +84.4% | -6.1% | +90.6% | +86.5% |
| 1Y | +235.4% | +3.4% | +232.0% | +222.7% |
| All | +668.0% | +160.5% | +507.5% | +425.6% |
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