+206.0%
SYF vs TXT
+115.3%
+90.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -2.3% |
| 7D | -4.3% | -3.5% | -0.7% | -1.8% |
| 30D | +1.0% | +15.2% | -14.1% | -9.5% |
| 3M | -6.4% | -4.5% | -1.9% | -4.2% |
| 6M | +1.0% | -6.1% | +7.1% | +3.9% |
| YTD | -10.7% | -2.0% | -8.8% | -12.3% |
| 1Y | +1.8% | +4.2% | -2.5% | -4.7% |
| 3Y | +165.8% | +14.4% | +151.5% | +128.8% |
| 5Y | +65.9% | +12.3% | +53.6% | +43.2% |
| 10Y | +206.0% | +101.8% | +104.1% | +39.4% |
| All | +206.0% | +115.3% | +90.6% | +39.4% |
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