+97.3%
TJX vs SYF
+78.7%
+18.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -4.4% | -5.5% | +1.2% | -3.1% |
| 30D | -18.6% | -3.9% | -14.7% | -17.9% |
| 3M | -24.4% | +8.9% | -33.3% | -26.1% |
| 6M | -20.2% | +16.2% | -36.5% | -23.3% |
| YTD | -16.9% | -8.4% | -8.5% | -16.0% |
| 1Y | -8.5% | +2.6% | -11.1% | -10.1% |
| 3Y | +43.7% | +156.4% | -112.6% | +5.2% |
| 5Y | +97.3% | +78.2% | +19.2% | +53.0% |
| All | +97.3% | +78.7% | +18.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling