+170.6%
SYF vs TNA
+33.3%
+137.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -2.0% | +3.7% | -5.7% | -3.8% |
| 30D | +1.2% | +4.4% | -3.2% | -1.8% |
| 3M | -9.4% | -26.7% | +17.3% | +1.5% |
| 6M | +4.4% | -12.8% | +17.2% | +7.6% |
| YTD | -11.9% | +22.7% | -34.6% | -22.9% |
| 1Y | -0.4% | +35.7% | -36.1% | -16.9% |
| 3Y | +159.6% | +134.6% | +25.0% | +53.1% |
| 5Y | +60.9% | -46.0% | +106.9% | +53.5% |
| All | +170.6% | +33.3% | +137.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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