-0.3%
SYF vs TXT
+4.2%
-4.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | -4.3% | -3.5% | -0.7% | -3.1% |
| 30D | +1.0% | +15.2% | -14.1% | -4.0% |
| 3M | -6.4% | -4.5% | -1.9% | -4.9% |
| 6M | +1.0% | -6.1% | +7.1% | +2.6% |
| YTD | -10.7% | -2.0% | -8.8% | -12.4% |
| All | -0.3% | +4.2% | -4.5% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling