+1,502.2%
TSM vs SYF
+218.0%
+1,284.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | -2.5% | -4.7% | +2.2% | -1.0% |
| 30D | -14.3% | +0.6% | -14.8% | -14.5% |
| 3M | -7.2% | -6.8% | -0.4% | -5.4% |
| 6M | -5.1% | +0.5% | -5.7% | -5.9% |
| YTD | +28.9% | -11.1% | +40.0% | +32.2% |
| 1Y | +37.1% | +1.3% | +35.8% | +34.9% |
| 3Y | +341.5% | +164.6% | +176.8% | +214.5% |
| 5Y | +245.7% | +65.2% | +180.5% | +175.4% |
| 10Y | +1,502.2% | +204.6% | +1,297.7% | +1,009.6% |
| All | +1,502.2% | +218.0% | +1,284.3% | +1,009.6% |
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