+250.1%
SYF vs TDY
+479.2%
-229.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.2% |
| 7D | -4.9% | -1.1% | -3.8% | -4.1% |
| 30D | -4.3% | -12.0% | +7.7% | +5.0% |
| 3M | +5.5% | -3.2% | +8.7% | +7.4% |
| 6M | +17.5% | -7.9% | +25.4% | +23.3% |
| YTD | -7.8% | +18.2% | -26.0% | -20.6% |
| 1Y | +1.6% | +6.7% | -5.0% | -5.7% |
| 3Y | +154.8% | +47.5% | +107.3% | +82.2% |
| 5Y | +79.5% | +39.5% | +40.0% | +31.5% |
| All | +250.1% | +479.2% | -229.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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