+247.6%
SYF vs TD
+303.5%
-55.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.4% |
| 7D | -5.5% | -2.6% | -3.0% | -2.9% |
| 30D | -3.9% | -1.0% | -2.8% | -3.0% |
| 3M | +8.9% | +5.6% | +3.3% | +2.5% |
| 6M | +16.2% | +27.1% | -10.9% | -10.6% |
| YTD | -8.4% | +29.4% | -37.8% | -31.0% |
| 1Y | +2.6% | +60.7% | -58.1% | -39.0% |
| 3Y | +156.4% | +127.6% | +28.7% | +0.8% |
| 5Y | +78.2% | +125.4% | -47.2% | -29.4% |
| All | +247.6% | +303.5% | -55.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling