-7.1%
TT vs SYF
+0.3%
-7.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | -14.0% | +2.5% | -16.5% | -14.6% |
| 3M | -15.9% | -6.3% | -9.6% | -14.7% |
| 6M | -17.3% | -1.5% | -15.9% | -17.4% |
| YTD | +4.0% | -10.5% | +14.5% | +2.2% |
| 1Y | -7.1% | +1.5% | -8.6% | -13.3% |
| All | -7.1% | +0.3% | -7.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling