+263.2%
SYF vs TXT
+98.4%
+164.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.8% |
| 30D | 0.0% | -11.1% | +11.1% | +8.8% |
| 3M | +11.9% | -13.0% | +24.9% | +22.9% |
| 6M | +18.9% | -16.2% | +35.1% | +33.4% |
| YTD | -4.6% | -8.7% | +4.1% | -0.4% |
| 1Y | +6.4% | -3.8% | +10.2% | +6.3% |
| 3Y | +167.2% | +5.5% | +161.7% | +145.6% |
| 5Y | +92.3% | +12.3% | +80.1% | +67.1% |
| 10Y | +263.2% | +97.4% | +165.8% | +78.8% |
| All | +263.2% | +98.4% | +164.8% | +78.8% |
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