+1,753.6%
TSM vs SYF
+259.8%
+1,493.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +6.0% | +2.6% | +3.4% | +5.2% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +3.1% | +11.9% | -8.8% | -0.9% |
| 6M | +30.2% | +18.9% | +11.3% | +22.9% |
| YTD | +45.2% | -4.6% | +49.8% | +45.9% |
| 1Y | +79.6% | +6.4% | +73.2% | +74.0% |
| 3Y | +411.0% | +167.2% | +243.8% | +263.0% |
| 5Y | +290.7% | +92.3% | +198.4% | +197.6% |
| 10Y | +1,753.6% | +263.2% | +1,490.4% | +1,024.1% |
| All | +1,753.6% | +259.8% | +1,493.8% | +1,024.1% |
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 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