+326.7%
SYF vs TDY
+544.6%
-217.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.5% |
| 7D | -1.3% | -1.8% | +0.5% | 0.0% |
| 30D | -1.1% | -13.8% | +12.7% | +9.7% |
| 3M | +7.4% | -3.9% | +11.3% | +9.9% |
| 6M | +16.2% | -9.0% | +25.2% | +22.8% |
| YTD | -6.1% | +16.5% | -22.7% | -17.9% |
| 1Y | +3.4% | +9.3% | -5.9% | -5.6% |
| 3Y | +162.9% | +45.1% | +117.8% | +92.8% |
| 5Y | +85.6% | +35.0% | +50.6% | +41.3% |
| 10Y | +262.7% | +469.0% | -206.3% | +21.5% |
| All | +326.7% | +544.6% | -217.9% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling