+49.2%
TTWO vs SYF
+154.1%
-104.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.2% | +3.2% |
| 7D | +1.3% | -5.5% | +6.8% | +2.4% |
| 30D | -13.4% | -3.9% | -9.5% | -12.8% |
| 3M | +3.1% | +8.9% | -5.8% | +1.2% |
| 6M | +3.8% | +16.2% | -12.4% | +0.5% |
| YTD | -15.3% | -8.4% | -6.8% | -14.6% |
| 1Y | -11.1% | +2.6% | -13.7% | -12.4% |
| All | +49.2% | +154.1% | -104.8% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling