+297.1%
SYF vs TD
+278.7%
+18.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -3.3% | +0.6% | -3.8% | -3.8% |
| 30D | -2.2% | +5.0% | -7.1% | -6.9% |
| 3M | -9.3% | +1.1% | -10.4% | -10.8% |
| 6M | +2.1% | +16.5% | -14.4% | -12.6% |
| YTD | -12.6% | +34.3% | -46.9% | -35.2% |
| 1Y | -3.4% | +52.9% | -56.3% | -37.1% |
| 3Y | +156.5% | +132.2% | +24.3% | +7.7% |
| 5Y | +59.6% | +101.9% | -42.3% | -22.1% |
| 10Y | +178.6% | +302.0% | -123.4% | -22.8% |
| All | +297.1% | +278.7% | +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