+365.8%
TTD vs SYF
+268.4%
+97.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.0% |
| 7D | +1.7% | +2.6% | -0.9% | +0.5% |
| 30D | +1.6% | 0.0% | +1.6% | +1.5% |
| 3M | -27.8% | +11.9% | -39.8% | -32.2% |
| 6M | -52.1% | +18.9% | -71.0% | -56.5% |
| YTD | -63.1% | -4.6% | -58.5% | -62.7% |
| 1Y | -73.1% | +6.4% | -79.4% | -74.4% |
| 3Y | -83.3% | +167.2% | -250.5% | -90.4% |
| 5Y | -80.6% | +92.3% | -173.0% | -87.1% |
| All | +365.8% | +268.4% | +97.4% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling