+297.3%
SYF vs TD
+279.0%
+18.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -4.2% | -0.7% | -3.5% | -3.8% |
| 30D | -1.1% | +7.6% | -8.7% | -8.2% |
| 3M | -7.9% | +3.0% | -10.9% | -11.0% |
| 6M | -1.1% | +16.8% | -17.9% | -15.6% |
| YTD | -12.6% | +34.3% | -46.9% | -35.2% |
| 1Y | -2.4% | +56.0% | -58.3% | -37.6% |
| 3Y | +156.6% | +132.4% | +24.3% | +7.7% |
| 5Y | +61.9% | +103.7% | -41.8% | -21.7% |
| 10Y | +186.5% | +299.2% | -112.7% | -20.4% |
| All | +297.3% | +279.0% | +18.4% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling