+163.9%
SYF vs TXG
+22.9%
+141.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -5.5% | +5.0% | -10.5% | -6.4% |
| 30D | -3.9% | +13.5% | -17.4% | -6.4% |
| 3M | +8.9% | +128.0% | -119.1% | -8.2% |
| 6M | +16.2% | +224.4% | -208.2% | -9.4% |
| YTD | -8.4% | +307.0% | -315.4% | -32.2% |
| 1Y | +2.6% | +427.2% | -424.6% | -29.0% |
| 3Y | +156.4% | +40.2% | +116.2% | +111.8% |
| 5Y | +78.2% | -64.0% | +142.2% | +68.6% |
| All | +163.9% | +22.9% | +141.0% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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