-55.4%
TSLL vs SYF
+153.8%
-209.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | +1.9% | +2.4% | -0.5% | -0.8% |
| 30D | +17.8% | +0.8% | +16.9% | +16.7% |
| 3M | -37.0% | +13.4% | -50.4% | -45.5% |
| 6M | -37.7% | +16.3% | -54.0% | -48.2% |
| YTD | -51.4% | -3.0% | -48.4% | -51.2% |
| 1Y | -23.4% | +5.7% | -29.1% | -31.5% |
| 3Y | -30.8% | +160.1% | -190.9% | -71.7% |
| All | -55.4% | +153.8% | -209.3% | -81.2% |
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