+2,523.4%
TSM vs SYF
+305.8%
+2,217.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | -2.5% | -4.3% | +1.7% | -1.2% |
| 30D | -14.3% | +1.0% | -15.3% | -14.6% |
| 3M | -7.2% | -6.4% | -0.8% | -5.6% |
| 6M | -5.1% | +1.0% | -6.1% | -6.1% |
| YTD | +28.9% | -10.7% | +39.6% | +32.0% |
| 1Y | +37.1% | +1.8% | +35.3% | +34.7% |
| 3Y | +341.5% | +165.8% | +175.6% | +214.9% |
| 5Y | +245.7% | +65.9% | +179.8% | +175.8% |
| 10Y | +1,502.2% | +206.0% | +1,296.3% | +886.1% |
| All | +2,523.4% | +305.8% | +2,217.7% | +1,351.5% |
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