+180.3%
SYF vs TW
+206.7%
-26.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.9% | -4.5% | -0.4% | -3.6% |
| 30D | -4.3% | -2.3% | -2.0% | -3.7% |
| 3M | +5.5% | +2.6% | +2.9% | +3.7% |
| 6M | +17.5% | -17.5% | +35.1% | +23.6% |
| YTD | -7.8% | -5.3% | -2.5% | -7.9% |
| 1Y | +1.6% | -14.8% | +16.4% | +5.1% |
| 3Y | +154.8% | +18.8% | +136.0% | +124.8% |
| 5Y | +79.5% | +20.7% | +58.7% | +52.5% |
| All | +180.3% | +206.7% | -26.4% | +60.3% |
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