+394.9%
TTWO vs SYF
+258.4%
+136.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -4.9% | +5.3% | +1.2% |
| 30D | -11.3% | -4.3% | -7.0% | -10.7% |
| 3M | +1.6% | +5.5% | -3.9% | +0.4% |
| 6M | +2.1% | +17.5% | -15.4% | -1.1% |
| YTD | -15.8% | -7.8% | -8.1% | -15.1% |
| 1Y | -12.6% | +1.6% | -14.2% | -13.5% |
| 3Y | +48.2% | +154.8% | -106.6% | +22.5% |
| 5Y | +40.0% | +79.5% | -39.5% | +19.3% |
| All | +394.9% | +258.4% | +136.5% | +303.6% |
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