+91.3%
SYF vs TXT
+10.4%
+81.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +2.4% | -4.8% | +7.2% | +6.0% |
| 30D | +0.8% | -10.6% | +11.5% | +9.2% |
| 3M | +13.4% | -13.2% | +26.6% | +24.6% |
| 6M | +16.3% | -20.3% | +36.7% | +35.5% |
| YTD | -3.0% | -9.3% | +6.2% | +1.2% |
| 1Y | +5.7% | -2.7% | +8.4% | +3.9% |
| 3Y | +160.1% | +1.4% | +158.7% | +141.0% |
| All | +91.3% | +10.4% | +81.0% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling