+468.5%
TXN vs SYF
+178.4%
+290.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.1% |
| 7D | +9.5% | -2.0% | +11.5% | +10.2% |
| 30D | +8.7% | +1.2% | +7.5% | +8.1% |
| 3M | +11.6% | -9.4% | +20.9% | +15.3% |
| 6M | +0.1% | +4.4% | -4.3% | -2.2% |
| YTD | +78.8% | -11.9% | +90.7% | +84.3% |
| 1Y | +91.2% | -0.4% | +91.6% | +88.3% |
| 3Y | +125.8% | +159.6% | -33.7% | +55.2% |
| 5Y | +83.8% | +60.9% | +22.9% | +43.7% |
| All | +468.5% | +178.4% | +290.0% | +255.5% |
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