+8.2%
TTMI vs SYF
-1.9%
+10.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +22.6% | -3.3% | +25.9% | +23.8% |
| 30D | -34.3% | -2.2% | -32.1% | -34.0% |
| 3M | -44.8% | -9.3% | -35.4% | -43.0% |
| 6M | -53.3% | +2.1% | -55.4% | -54.3% |
| YTD | +10.6% | -12.6% | +23.2% | +5.9% |
| 1Y | +8.2% | -3.4% | +11.6% | -6.3% |
| All | +8.2% | -1.9% | +10.1% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling