+2,434.5%
TSM vs SYF
+306.8%
+2,127.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.5% |
| 7D | -7.6% | -2.1% | -5.4% | -6.9% |
| 30D | -20.5% | +2.5% | -23.0% | -21.2% |
| 3M | -10.0% | -6.3% | -3.7% | -8.4% |
| 6M | -10.1% | -1.5% | -8.6% | -10.2% |
| YTD | +24.5% | -10.5% | +35.0% | +27.4% |
| 1Y | +31.2% | +1.5% | +29.7% | +29.0% |
| 3Y | +322.0% | +163.3% | +158.7% | +202.0% |
| 5Y | +245.3% | +66.8% | +178.5% | +175.1% |
| 10Y | +1,465.8% | +228.5% | +1,237.3% | +843.5% |
| All | +2,434.5% | +306.8% | +2,127.7% | +1,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling