+126.1%
TDG vs SYF
+78.7%
+47.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | -2.7% | -5.5% | +2.8% | -0.8% |
| 30D | -9.3% | -3.9% | -5.4% | -8.1% |
| 3M | -7.1% | +8.9% | -16.0% | -10.1% |
| 6M | -11.2% | +16.2% | -27.4% | -15.8% |
| YTD | -15.3% | -8.4% | -6.8% | -13.5% |
| 1Y | -12.5% | +2.6% | -15.1% | -14.4% |
| 3Y | +51.2% | +156.4% | -105.2% | -0.9% |
| 5Y | +126.1% | +78.2% | +48.0% | +63.4% |
| All | +126.1% | +78.7% | +47.4% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling