+971.2%
TT vs SYF
+306.8%
+664.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.3% |
| 30D | -14.0% | +2.5% | -16.5% | -14.9% |
| 3M | -15.9% | -6.3% | -9.6% | -14.2% |
| 6M | -17.3% | -1.5% | -15.9% | -17.5% |
| YTD | +4.0% | -10.5% | +14.5% | +6.5% |
| 1Y | -7.1% | +1.5% | -8.6% | -9.0% |
| 3Y | +90.2% | +163.3% | -73.0% | +27.7% |
| 5Y | +131.1% | +66.8% | +64.4% | +76.6% |
| 10Y | +777.7% | +228.5% | +549.2% | +355.8% |
| All | +971.2% | +306.8% | +664.4% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling