-32.0%
TTMI vs SYF
+15.4%
-47.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.8% | +8.8% |
| 7D | +5.9% | +2.4% | +3.5% | +5.1% |
| 30D | -4.3% | +0.8% | -5.2% | -4.4% |
| 3M | -32.0% | +13.4% | -45.5% | -36.7% |
| All | -32.0% | +15.4% | -47.4% | -36.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling