+2,787.7%
TSM vs SYF
+340.9%
+2,446.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +2.4% | +0.3% | +2.0% |
| 30D | +3.6% | +0.8% | +2.8% | +3.3% |
| 3M | -3.4% | +13.4% | -16.8% | -7.5% |
| 6M | +20.6% | +16.3% | +4.3% | +14.7% |
| YTD | +41.9% | -3.0% | +44.9% | +41.9% |
| 1Y | +84.4% | +5.7% | +78.7% | +79.1% |
| 3Y | +380.2% | +160.1% | +220.1% | +244.5% |
| 5Y | +275.3% | +88.5% | +186.8% | +188.0% |
| 10Y | +1,751.4% | +263.1% | +1,488.3% | +982.5% |
| All | +2,787.7% | +340.9% | +2,446.8% | +1,460.3% |
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 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