+170.6%
SYF vs TXT
+89.4%
+81.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | -2.0% | +0.1% | -2.2% | -2.2% |
| 30D | +1.2% | +13.3% | -12.1% | -8.4% |
| 3M | -9.4% | -5.0% | -4.4% | -6.9% |
| 6M | +4.4% | -8.4% | +12.8% | +9.3% |
| YTD | -11.9% | -4.0% | -7.9% | -12.2% |
| 1Y | -0.4% | +2.8% | -3.2% | -5.8% |
| 3Y | +159.6% | +10.3% | +149.3% | +129.4% |
| 5Y | +60.9% | +9.2% | +51.7% | +41.8% |
| All | +170.6% | +89.4% | +81.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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