+459.4%
TJX vs SYF
+326.7%
+132.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -4.0% | -1.3% | -2.6% | -3.5% |
| 30D | -20.3% | -1.1% | -19.3% | -20.1% |
| 3M | -23.3% | +7.4% | -30.7% | -25.6% |
| 6M | -19.7% | +16.2% | -35.9% | -24.3% |
| YTD | -17.1% | -6.1% | -11.0% | -16.5% |
| 1Y | -8.8% | +3.4% | -12.2% | -11.4% |
| 3Y | +43.4% | +162.9% | -119.5% | -6.7% |
| 5Y | +95.2% | +85.6% | +9.6% | +39.7% |
| 10Y | +288.1% | +262.7% | +25.3% | +89.1% |
| All | +459.4% | +326.7% | +132.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling