+194.8%
SYF vs TW
+221.1%
-26.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.4% | -2.3% | +4.7% | +3.1% |
| 30D | +0.8% | +3.9% | -3.1% | -0.4% |
| 3M | +13.4% | +5.7% | +7.7% | +10.4% |
| 6M | +16.3% | -14.5% | +30.9% | +21.1% |
| YTD | -3.0% | -0.9% | -2.1% | -4.5% |
| 1Y | +5.7% | -13.5% | +19.2% | +9.0% |
| 3Y | +160.1% | +25.0% | +135.1% | +125.8% |
| 5Y | +88.5% | +22.7% | +65.8% | +59.9% |
| All | +194.8% | +221.1% | -26.3% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling