+153.0%
SYF vs TDY
+45.1%
+107.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -5.5% | -1.9% | -3.7% | -4.5% |
| 30D | -3.9% | -12.5% | +8.6% | +3.3% |
| 3M | +8.9% | -0.8% | +9.7% | +8.9% |
| 6M | +16.2% | -9.0% | +25.2% | +21.5% |
| YTD | -8.4% | +16.8% | -25.2% | -18.7% |
| 1Y | +2.6% | +9.5% | -6.8% | -5.3% |
| All | +153.0% | +45.1% | +107.9% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling