+165.6%
SYF vs TW
+298.0%
-132.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -3.3% | +3.2% | -6.5% | -4.2% |
| 30D | -2.2% | +19.7% | -21.9% | -7.5% |
| 3M | -9.3% | +26.8% | -36.2% | -15.9% |
| 6M | +2.1% | +20.9% | -18.8% | -4.7% |
| YTD | -12.6% | +22.9% | -35.5% | -19.6% |
| 1Y | -3.4% | +20.4% | -23.8% | -10.5% |
| 3Y | +156.5% | +42.9% | +113.6% | +115.4% |
| 5Y | +59.6% | +40.2% | +19.3% | +31.1% |
| All | +165.6% | +298.0% | -132.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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