+56.4%
TXN vs SYF
+78.7%
-22.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | +2.0% | -5.5% | +7.5% | +4.2% |
| 30D | -8.0% | -3.9% | -4.1% | -6.7% |
| 3M | -7.8% | +8.9% | -16.7% | -11.3% |
| 6M | +32.4% | +16.2% | +16.2% | +23.4% |
| YTD | +51.7% | -8.4% | +60.1% | +54.6% |
| 1Y | +44.3% | +2.6% | +41.7% | +40.1% |
| 3Y | +71.3% | +156.4% | -85.1% | +14.5% |
| 5Y | +56.4% | +78.2% | -21.8% | +11.1% |
| All | +56.4% | +78.7% | -22.3% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling