+167.1%
SYF vs TYL
-8.1%
+175.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | +2.4% | -3.7% | +6.1% | +3.2% |
| 30D | +0.8% | +18.7% | -17.9% | -3.2% |
| 3M | +13.4% | +18.1% | -4.7% | +8.6% |
| 6M | +16.3% | -1.1% | +17.5% | +16.2% |
| YTD | -3.0% | -19.8% | +16.8% | +2.8% |
| 1Y | +5.7% | -34.3% | +40.0% | +19.0% |
| All | +167.1% | -8.1% | +175.3% | +170.7% |
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 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