+419.8%
TXN vs SYF
+258.4%
+161.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +4.0% | -4.9% | +8.9% | +5.8% |
| 30D | -2.9% | -4.3% | +1.5% | -1.4% |
| 3M | -9.1% | +5.5% | -14.6% | -11.3% |
| 6M | +36.6% | +17.5% | +19.1% | +27.7% |
| YTD | +57.5% | -7.8% | +65.3% | +59.9% |
| 1Y | +49.5% | +1.6% | +47.9% | +46.3% |
| 3Y | +76.5% | +154.8% | -78.3% | +22.3% |
| 5Y | +62.4% | +79.5% | -17.1% | +22.5% |
| All | +419.8% | +258.4% | +161.4% | +198.9% |
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