+843.5%
TTMI vs SYF
+89.0%
+754.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.8% |
| 7D | +12.2% | +2.6% | +9.5% | +10.7% |
| 30D | -5.7% | 0.0% | -5.8% | -5.8% |
| 3M | -27.5% | +11.9% | -39.4% | -32.0% |
| 6M | +47.1% | +18.9% | +28.2% | +33.8% |
| YTD | +87.5% | -4.6% | +92.1% | +87.9% |
| 1Y | +175.2% | +6.4% | +168.8% | +161.0% |
| 3Y | +901.9% | +167.2% | +734.8% | +503.0% |
| 5Y | +843.5% | +92.3% | +751.1% | +490.5% |
| All | +843.5% | +89.0% | +754.5% | +490.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling