+333.7%
SYF vs TKO
+1,830.2%
-1,496.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.8% |
| 7D | +2.6% | +7.2% | -4.5% | +0.8% |
| 30D | 0.0% | +4.7% | -4.7% | -1.2% |
| 3M | +11.9% | -3.2% | +15.1% | +12.4% |
| 6M | +18.9% | -2.9% | +21.8% | +19.1% |
| YTD | -4.6% | -5.8% | +1.2% | -4.0% |
| 1Y | +6.4% | -1.1% | +7.4% | +5.6% |
| 3Y | +167.2% | +111.1% | +56.1% | +118.5% |
| 5Y | +92.3% | +315.6% | -223.2% | +31.9% |
| 10Y | +263.2% | +978.5% | -715.3% | +104.8% |
| All | +333.7% | +1,830.2% | -1,496.4% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling