+1,672.6%
TSM vs SYF
+176.2%
+1,496.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +14.8% | -3.3% | +18.1% | +16.0% |
| 30D | -8.9% | -2.2% | -6.7% | -8.4% |
| 3M | -5.3% | -9.3% | +4.1% | -2.6% |
| 6M | +2.6% | +2.1% | +0.5% | +1.2% |
| YTD | +34.5% | -12.6% | +47.1% | +38.6% |
| 1Y | +41.0% | -3.4% | +44.5% | +40.8% |
| 3Y | +333.1% | +156.5% | +176.6% | +210.3% |
| 5Y | +270.1% | +59.6% | +210.5% | +197.2% |
| All | +1,672.6% | +176.2% | +1,496.5% | +1,050.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling