+667.3%
TSEM vs SYF
+89.0%
+578.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +10.4% | +2.6% | +7.8% | +9.5% |
| 30D | -12.9% | 0.0% | -13.0% | -12.9% |
| 3M | -9.2% | +11.9% | -21.1% | -12.9% |
| 6M | +98.8% | +18.9% | +79.9% | +86.6% |
| YTD | +87.2% | -4.6% | +91.8% | +87.7% |
| 1Y | +239.0% | +6.4% | +232.6% | +227.4% |
| 3Y | +679.5% | +167.2% | +512.3% | +497.0% |
| 5Y | +667.3% | +92.3% | +574.9% | +521.4% |
| All | +667.3% | +89.0% | +578.3% | +521.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling