+901.9%
TTMI vs SYF
+170.1%
+731.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.8% |
| 7D | +12.2% | +2.6% | +9.5% | +10.6% |
| 30D | -5.7% | 0.0% | -5.8% | -5.8% |
| 3M | -27.5% | +11.9% | -39.4% | -32.2% |
| 6M | +47.1% | +18.9% | +28.2% | +32.8% |
| YTD | +87.5% | -4.6% | +92.1% | +87.8% |
| 1Y | +175.2% | +6.4% | +168.8% | +159.0% |
| 3Y | +901.9% | +167.2% | +734.8% | +484.2% |
| All | +901.9% | +170.1% | +731.8% | +484.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling