+36.0%
TSM vs SYF
+4.2%
+31.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -10.0% | -0.4% | -9.5% | -9.9% |
| 30D | -18.5% | +4.4% | -22.9% | -19.6% |
| 3M | -4.9% | -4.7% | -0.2% | -3.6% |
| 6M | -1.0% | +1.9% | -2.9% | -2.4% |
| YTD | +31.3% | -8.9% | +40.2% | +28.1% |
| 1Y | +36.0% | +4.1% | +31.9% | +27.1% |
| All | +36.0% | +4.2% | +31.8% | +27.1% |
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