+411.3%
TTMI vs SYF
+176.2%
+235.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +22.6% | -3.3% | +25.9% | +24.4% |
| 30D | -34.3% | -2.2% | -32.1% | -33.8% |
| 3M | -44.8% | -9.3% | -35.4% | -42.7% |
| 6M | -53.3% | +2.1% | -55.4% | -54.3% |
| YTD | +10.6% | -12.6% | +23.2% | +14.8% |
| 1Y | +8.2% | -3.4% | +11.6% | +7.7% |
| 3Y | +435.7% | +156.5% | +279.2% | +246.8% |
| 5Y | +434.2% | +59.6% | +374.6% | +305.3% |
| All | +411.3% | +176.2% | +235.1% | +171.1% |
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