+92.3%
SYF vs TW
+22.4%
+69.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.0% |
| 7D | +2.6% | -3.5% | +6.1% | +3.3% |
| 30D | 0.0% | +0.5% | -0.5% | -0.1% |
| 3M | +11.9% | +4.9% | +7.0% | +10.0% |
| 6M | +18.9% | -17.1% | +36.0% | +23.8% |
| YTD | -4.6% | -3.9% | -0.7% | -4.9% |
| 1Y | +6.4% | -13.3% | +19.6% | +9.0% |
| 3Y | +167.2% | +20.9% | +146.3% | +138.3% |
| 5Y | +92.3% | +20.5% | +71.8% | +59.8% |
| All | +92.3% | +22.4% | +69.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling