+186.5%
SYF vs TYL
+169.5%
+16.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -4.2% | +4.3% | -8.5% | -5.7% |
| 30D | -1.1% | +28.0% | -29.0% | -9.7% |
| 3M | -7.9% | +32.3% | -40.2% | -17.4% |
| 6M | -1.1% | +29.9% | -31.0% | -11.5% |
| YTD | -12.6% | -7.1% | -5.5% | -12.2% |
| 1Y | -2.4% | -9.2% | +6.8% | -1.1% |
| 3Y | +156.6% | +0.7% | +155.9% | +143.3% |
| 5Y | +61.9% | -21.1% | +82.9% | +63.5% |
| 10Y | +186.5% | +180.8% | +5.6% | +68.7% |
| All | +186.5% | +169.5% | +16.9% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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