+91.3%
SYF vs TYL
-25.2%
+116.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | +2.4% | -3.7% | +6.1% | +3.6% |
| 30D | +0.8% | +18.7% | -17.9% | -4.9% |
| 3M | +13.4% | +18.1% | -4.7% | +6.6% |
| 6M | +16.3% | -1.1% | +17.5% | +15.5% |
| YTD | -3.0% | -19.8% | +16.8% | +3.3% |
| 1Y | +5.7% | -34.3% | +40.0% | +21.3% |
| 3Y | +160.1% | -8.2% | +168.3% | +155.3% |
| All | +91.3% | -25.2% | +116.5% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling