+308.6%
SYF vs TYL
+362.7%
-54.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.8% |
| 7D | -3.8% | +15.1% | -18.9% | -8.2% |
| 30D | +2.6% | +30.1% | -27.4% | -6.2% |
| 3M | -6.5% | +40.4% | -46.9% | -17.2% |
| 6M | +0.8% | +31.3% | -30.5% | -9.4% |
| YTD | -10.1% | -5.2% | -4.9% | -10.5% |
| 1Y | +0.8% | -6.6% | +7.4% | +0.9% |
| 3Y | +158.8% | +3.4% | +155.4% | +144.8% |
| 5Y | +67.5% | -19.3% | +86.8% | +67.3% |
| 10Y | +230.0% | +178.1% | +51.8% | +117.7% |
| All | +308.6% | +362.7% | -54.0% | +144.8% |
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 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