+129.6%
TT vs SYF
+164.6%
-34.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | 0.0% | +2.4% | -2.4% | -0.6% |
| 30D | -7.2% | +0.8% | -8.0% | -7.4% |
| 3M | -3.0% | +13.4% | -16.4% | -6.5% |
| 6M | +1.4% | +16.3% | -15.0% | -3.1% |
| YTD | +15.9% | -3.0% | +18.9% | +15.7% |
| 1Y | +9.4% | +5.7% | +3.7% | +6.4% |
| All | +129.6% | +164.6% | -34.9% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling