+49.5%
TXN vs SYF
+3.3%
+46.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +4.0% | -4.9% | +8.9% | +5.2% |
| 30D | -2.9% | -4.3% | +1.5% | -1.8% |
| 3M | -9.1% | +5.5% | -14.6% | -10.8% |
| 6M | +36.6% | +17.5% | +19.1% | +27.9% |
| YTD | +57.5% | -7.8% | +65.3% | +60.1% |
| 1Y | +49.5% | +1.6% | +47.9% | +41.4% |
| All | +49.5% | +3.3% | +46.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling