+1,572.4%
TTMI vs SYF
+340.9%
+1,231.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.8% | +8.8% |
| 7D | +5.9% | +2.4% | +3.5% | +4.8% |
| 30D | -4.3% | +0.8% | -5.2% | -4.7% |
| 3M | -32.0% | +13.4% | -45.5% | -36.1% |
| 6M | +19.5% | +16.3% | +3.1% | +11.3% |
| YTD | +82.0% | -3.0% | +85.0% | +81.4% |
| 1Y | +172.6% | +5.7% | +166.9% | +161.7% |
| 3Y | +744.7% | +160.1% | +584.5% | +449.3% |
| 5Y | +805.6% | +88.5% | +717.0% | +546.2% |
| 10Y | +1,057.6% | +263.1% | +794.5% | +457.4% |
| All | +1,572.4% | +340.9% | +1,231.5% | +714.7% |
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 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