+1,124.0%
TTMI vs SYF
+258.4%
+865.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.0% |
| 7D | +0.7% | -4.9% | +5.6% | +2.9% |
| 30D | -8.4% | -4.3% | -4.1% | -6.7% |
| 3M | -32.5% | +5.5% | -38.0% | -34.5% |
| 6M | +32.5% | +17.5% | +15.0% | +22.4% |
| YTD | +83.2% | -7.8% | +91.0% | +86.7% |
| 1Y | +161.7% | +1.6% | +160.0% | +155.5% |
| 3Y | +890.1% | +154.8% | +735.3% | +542.4% |
| 5Y | +832.4% | +79.5% | +753.0% | +573.2% |
| All | +1,124.0% | +258.4% | +865.6% | +465.7% |
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