-2.4%
SYF vs TYL
-8.1%
+5.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -4.2% | +4.3% | -8.5% | -4.7% |
| 30D | -1.1% | +28.0% | -29.0% | -4.4% |
| 3M | -7.9% | +32.3% | -40.2% | -11.6% |
| 6M | -1.1% | +29.9% | -31.0% | -5.0% |
| YTD | -12.6% | -7.1% | -5.5% | -7.7% |
| 1Y | -2.4% | -9.2% | +6.8% | +4.0% |
| All | -2.4% | -8.1% | +5.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling