+537.0%
TDG vs SYF
+258.4%
+278.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | -1.9% | -4.9% | +3.0% | +0.5% |
| 30D | -7.7% | -4.3% | -3.4% | -5.8% |
| 3M | -9.3% | +5.5% | -14.8% | -12.1% |
| 6M | -9.4% | +17.5% | -26.9% | -16.6% |
| YTD | -14.3% | -7.8% | -6.5% | -12.2% |
| 1Y | -11.8% | +1.6% | -13.5% | -14.4% |
| 3Y | +52.0% | +154.8% | -102.8% | -13.8% |
| 5Y | +128.8% | +79.5% | +49.4% | +49.1% |
| All | +537.0% | +258.4% | +278.6% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling