+396.0%
TTD vs SYF
+244.7%
+151.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.7% | +16.2% | +15.8% |
| 7D | +19.0% | -4.3% | +23.2% | +21.5% |
| 30D | +23.6% | +1.0% | +22.6% | +23.0% |
| 3M | +8.2% | -6.4% | +14.6% | +11.8% |
| 6M | -35.3% | +1.0% | -36.3% | -36.0% |
| YTD | -60.7% | -10.7% | -49.9% | -59.0% |
| 1Y | -65.3% | +1.8% | -67.0% | -66.2% |
| 3Y | -80.6% | +165.8% | -246.4% | -88.7% |
| 5Y | -84.6% | +65.9% | -150.5% | -89.0% |
| 10Y | +550.5% | +206.0% | +344.6% | +197.6% |
| All | +396.0% | +244.7% | +151.3% | +103.9% |
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