+306.8%
SYF vs TYL
+352.1%
-45.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.3% |
| 7D | -2.1% | +6.7% | -8.8% | -4.2% |
| 30D | +2.5% | +26.5% | -24.0% | -5.5% |
| 3M | -6.3% | +37.3% | -43.6% | -16.3% |
| 6M | -1.5% | +31.2% | -32.6% | -11.5% |
| YTD | -10.5% | -7.4% | -3.2% | -10.3% |
| 1Y | +1.5% | -9.6% | +11.1% | +2.6% |
| 3Y | +163.3% | +1.9% | +161.4% | +150.0% |
| 5Y | +66.8% | -21.1% | +87.9% | +67.8% |
| 10Y | +228.5% | +171.8% | +56.7% | +118.4% |
| All | +306.8% | +352.1% | -45.3% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling