+283.6%
TJX vs SYF
+258.4%
+25.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -4.9% | +0.3% | -2.9% |
| 30D | -17.2% | -4.3% | -12.9% | -16.0% |
| 3M | -24.9% | +5.5% | -30.4% | -26.7% |
| 6M | -19.7% | +17.5% | -37.2% | -24.6% |
| YTD | -17.2% | -7.8% | -9.4% | -16.1% |
| 1Y | -9.4% | +1.6% | -11.1% | -11.6% |
| 3Y | +43.1% | +154.8% | -111.7% | -6.7% |
| 5Y | +96.7% | +79.5% | +17.2% | +41.6% |
| All | +283.6% | +258.4% | +25.3% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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