+861.8%
TTMI vs SYF
+297.4%
+564.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.2% |
| 7D | -11.5% | -4.2% | -7.3% | -9.8% |
| 30D | -40.3% | -1.1% | -39.2% | -40.2% |
| 3M | -44.5% | -7.9% | -36.6% | -42.8% |
| 6M | -54.1% | -1.1% | -53.0% | -54.5% |
| YTD | +4.7% | -12.6% | +17.3% | +8.6% |
| 1Y | +3.3% | -2.4% | +5.7% | +2.4% |
| 3Y | +407.2% | +156.6% | +250.6% | +231.2% |
| 5Y | +406.5% | +61.9% | +344.6% | +284.8% |
| 10Y | +420.4% | +186.5% | +233.9% | +172.7% |
| All | +861.8% | +297.4% | +564.4% | +387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling