+379.4%
TTD vs SYF
+274.5%
+104.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.1% |
| 30D | -23.9% | +0.8% | -24.7% | -24.2% |
| 3M | -31.4% | +13.4% | -44.8% | -35.9% |
| 6M | -42.7% | +16.3% | -59.0% | -47.4% |
| YTD | -62.0% | -3.0% | -59.0% | -62.0% |
| 1Y | -72.2% | +5.7% | -77.9% | -73.5% |
| 3Y | -81.9% | +160.1% | -242.1% | -89.5% |
| 5Y | -81.5% | +88.5% | -170.1% | -87.6% |
| All | +379.4% | +274.5% | +104.9% | +89.0% |
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