+179.6%
SYF vs TXG
+16.0%
+163.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | +1.8% | +0.6% | +2.0% |
| 30D | +0.8% | +32.0% | -31.2% | -5.0% |
| 3M | +13.4% | +87.0% | -73.6% | -0.8% |
| 6M | +16.3% | +180.1% | -163.7% | -6.7% |
| YTD | -3.0% | +284.1% | -287.1% | -27.4% |
| 1Y | +5.7% | +361.7% | -356.0% | -24.9% |
| 3Y | +160.1% | +15.9% | +144.2% | +122.7% |
| 5Y | +88.5% | -66.2% | +154.7% | +80.5% |
| All | +179.6% | +16.0% | +163.6% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling