-54.3%
TSLL vs SYF
+0.3%
-54.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +8.9% |
| 7D | -21.2% | -2.1% | -19.1% | -19.9% |
| 30D | -13.3% | +2.5% | -15.8% | -14.5% |
| 3M | +15.4% | -6.3% | +21.7% | +20.4% |
| 6M | -34.2% | -1.5% | -32.8% | -33.8% |
| YTD | -52.9% | -10.5% | -42.4% | -52.8% |
| 1Y | -54.3% | +1.5% | -55.9% | -58.7% |
| All | -54.3% | +0.3% | -54.6% | -58.7% |
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