+168.4%
SYF vs TSN
+15.3%
+153.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -3.3% | -1.4% | -1.8% | -2.6% |
| 30D | -2.2% | +10.2% | -12.3% | -6.9% |
| 3M | -9.3% | +7.2% | -16.5% | -12.9% |
| 6M | +2.1% | -10.6% | +12.6% | +6.8% |
| YTD | -12.6% | +3.7% | -16.4% | -16.3% |
| 1Y | -3.4% | +13.5% | -16.9% | -11.9% |
| 3Y | +156.5% | +40.1% | +116.4% | +102.6% |
| 5Y | +59.6% | -14.5% | +74.0% | +62.9% |
| All | +168.4% | +15.3% | +153.0% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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