+306.8%
SYF vs TXT
+132.5%
+174.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.9% |
| 7D | -2.1% | -2.5% | +0.4% | -0.5% |
| 30D | +2.5% | +14.4% | -11.9% | -7.1% |
| 3M | -6.3% | -4.9% | -1.3% | -3.8% |
| 6M | -1.5% | -10.2% | +8.8% | +4.4% |
| YTD | -10.5% | -4.1% | -6.4% | -10.5% |
| 1Y | +1.5% | +4.0% | -2.5% | -4.1% |
| 3Y | +163.3% | +8.0% | +155.3% | +139.7% |
| 5Y | +66.8% | +8.4% | +58.3% | +50.2% |
| 10Y | +228.5% | +116.6% | +111.9% | +73.7% |
| All | +306.8% | +132.5% | +174.3% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling