+85.6%
SYF vs TNA
-22.1%
+107.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | 0.0% |
| 7D | -1.3% | -3.6% | +2.3% | 0.0% |
| 30D | -1.1% | -10.1% | +9.0% | +2.9% |
| 3M | +7.4% | +2.7% | +4.7% | +5.9% |
| 6M | +16.2% | +38.4% | -22.2% | +0.6% |
| YTD | -6.1% | +45.4% | -51.6% | -20.9% |
| 1Y | +3.4% | +55.9% | -52.6% | -16.5% |
| 3Y | +162.9% | +109.8% | +53.0% | +72.8% |
| 5Y | +85.6% | -22.5% | +108.1% | +50.3% |
| All | +85.6% | -22.1% | +107.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling