+1,094.2%
TT vs SYF
+340.9%
+753.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -1.1% |
| 30D | -7.4% | +0.8% | -8.2% | -7.7% |
| 3M | -3.2% | +13.4% | -16.6% | -7.7% |
| 6M | +1.1% | +16.3% | -15.2% | -4.6% |
| YTD | +15.6% | -3.0% | +18.6% | +15.4% |
| 1Y | +9.2% | +5.7% | +3.5% | +5.4% |
| 3Y | +124.4% | +160.1% | -35.7% | +51.4% |
| 5Y | +138.0% | +88.5% | +49.5% | +73.8% |
| 10Y | +886.4% | +263.1% | +623.3% | +395.1% |
| All | +1,094.2% | +340.9% | +753.4% | +479.7% |
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