+163.3%
SYF vs TYL
+2.6%
+160.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | -2.1% | +6.7% | -8.8% | -3.4% |
| 30D | +2.5% | +26.5% | -24.0% | -2.5% |
| 3M | -6.3% | +37.3% | -43.6% | -12.7% |
| 6M | -1.5% | +31.2% | -32.6% | -7.7% |
| YTD | -10.5% | -7.4% | -3.2% | -8.2% |
| 1Y | +1.5% | -9.6% | +11.1% | +4.9% |
| 3Y | +163.3% | +1.9% | +161.4% | +174.8% |
| All | +163.3% | +2.6% | +160.7% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling