+85.6%
SYF vs TXG
-63.6%
+149.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | -1.3% | +9.1% | -10.5% | -3.0% |
| 30D | -1.1% | +14.9% | -16.0% | -4.0% |
| 3M | +7.4% | +120.0% | -112.6% | -9.5% |
| 6M | +16.2% | +221.8% | -205.6% | -10.3% |
| YTD | -6.1% | +312.6% | -318.7% | -31.7% |
| 1Y | +3.4% | +398.4% | -395.1% | -28.9% |
| 3Y | +162.9% | +42.1% | +120.8% | +114.3% |
| 5Y | +85.6% | -63.5% | +149.0% | +56.8% |
| All | +85.6% | -63.6% | +149.2% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling