+169.7%
SYF vs TYL
+184.6%
-14.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -1.7% | +25.2% | -26.9% | -9.6% |
| 3M | -7.8% | +31.8% | -39.6% | -17.2% |
| 6M | +3.4% | +36.3% | -32.9% | -9.2% |
| YTD | -12.2% | -6.3% | -5.9% | -12.1% |
| 1Y | -1.6% | -9.5% | +7.9% | -0.1% |
| 3Y | +157.8% | +1.6% | +156.1% | +143.5% |
| 5Y | +61.9% | -21.8% | +83.6% | +64.3% |
| All | +169.7% | +184.6% | -14.8% | +56.4% |
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