-73.1%
TTD vs SYF
+5.5%
-78.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | +1.7% | +2.6% | -0.9% | +0.8% |
| 30D | +1.6% | 0.0% | +1.6% | +1.5% |
| 3M | -27.8% | +11.9% | -39.8% | -31.0% |
| 6M | -52.1% | +18.9% | -71.0% | -55.2% |
| YTD | -63.1% | -4.6% | -58.5% | -62.8% |
| 1Y | -73.1% | +6.4% | -79.4% | -74.1% |
| All | -73.1% | +5.5% | -78.5% | -74.1% |
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 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