+71.9%
TXN vs SYF
+160.5%
-88.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +2.7% | -1.3% | +4.0% | +3.2% |
| 30D | -6.7% | -1.1% | -5.6% | -6.4% |
| 3M | -8.9% | +7.4% | -16.3% | -12.1% |
| 6M | +34.7% | +16.2% | +18.5% | +24.7% |
| YTD | +53.3% | -6.1% | +59.4% | +55.1% |
| 1Y | +45.0% | +3.4% | +41.7% | +39.9% |
| All | +71.9% | +160.5% | -88.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling