+33.0%
TSM vs SYF
+0.6%
+32.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | -2.5% | -4.7% | +2.2% | -1.2% |
| 30D | -14.3% | +0.6% | -14.8% | -14.4% |
| 3M | -7.2% | -6.8% | -0.4% | -5.4% |
| 6M | -5.1% | +0.5% | -5.7% | -6.2% |
| YTD | +28.9% | -11.1% | +40.0% | +26.4% |
| All | +33.0% | +0.6% | +32.4% | +28.3% |
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