+396.5%
TTMI vs SYF
+178.4%
+218.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | +11.4% | -2.0% | +13.4% | +12.4% |
| 30D | -28.3% | +1.2% | -29.5% | -28.9% |
| 3M | -46.7% | -9.4% | -37.3% | -44.6% |
| 6M | -56.1% | +4.4% | -60.5% | -57.5% |
| YTD | +7.4% | -11.9% | +19.3% | +11.1% |
| 1Y | +17.4% | -0.4% | +17.8% | +15.1% |
| 3Y | +429.1% | +159.6% | +269.6% | +240.7% |
| 5Y | +418.8% | +60.9% | +357.9% | +292.1% |
| All | +396.5% | +178.4% | +218.1% | +162.4% |
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