+329.6%
TTD vs SYF
+245.6%
+84.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.2% |
| 7D | +5.2% | -2.1% | +7.3% | +6.3% |
| 30D | +6.9% | +2.5% | +4.4% | +5.7% |
| 3M | -26.8% | -6.3% | -20.6% | -24.4% |
| 6M | -46.1% | -1.5% | -44.7% | -46.0% |
| YTD | -65.9% | -10.5% | -55.4% | -64.5% |
| 1Y | -71.8% | +1.5% | -73.3% | -72.5% |
| 3Y | -83.3% | +163.3% | -246.6% | -90.3% |
| 5Y | -81.1% | +66.8% | -147.9% | -86.5% |
| 10Y | +441.7% | +228.5% | +213.2% | +134.9% |
| All | +329.6% | +245.6% | +84.0% | +76.5% |
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