-24.9%
TSLL vs SYF
+159.7%
-184.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.6% | -20.3% |
| 7D | -28.9% | -3.8% | -25.1% | -25.1% |
| 30D | -21.4% | +2.6% | -24.1% | -24.0% |
| 3M | +5.0% | -6.5% | +11.5% | +13.5% |
| 6M | -36.6% | +0.8% | -37.4% | -38.8% |
| YTD | -56.6% | -10.1% | -46.5% | -52.6% |
| 1Y | -60.9% | +0.8% | -61.7% | -63.9% |
| All | -24.9% | +159.7% | -184.6% | -69.8% |
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