+250.1%
SYF vs TKO
+989.7%
-739.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -4.9% | +2.3% | -7.2% | -5.6% |
| 30D | -4.3% | -2.5% | -1.8% | -3.8% |
| 3M | +5.5% | -10.6% | +16.1% | +8.5% |
| 6M | +17.5% | -5.1% | +22.6% | +18.4% |
| YTD | -7.8% | -8.2% | +0.4% | -6.4% |
| 1Y | +1.6% | -4.4% | +6.1% | +1.7% |
| 3Y | +154.8% | +100.4% | +54.4% | +102.8% |
| 5Y | +79.5% | +294.3% | -214.8% | +14.0% |
| All | +250.1% | +989.7% | -739.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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