-44.0%
TSLL vs SYF
-1.8%
-42.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.5% |
| 7D | +0.5% | -3.6% | +4.1% | +2.9% |
| 30D | +2.7% | -1.7% | +4.4% | +3.9% |
| 3M | +26.3% | -7.8% | +34.1% | +32.7% |
| 6M | -37.2% | +3.4% | -40.6% | -38.3% |
| YTD | -44.2% | -12.2% | -32.0% | -43.8% |
| 1Y | -44.0% | -1.6% | -42.4% | -47.3% |
| All | -44.0% | -1.8% | -42.2% | -47.3% |
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