+262.7%
SYF vs TSN
-9.4%
+272.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -1.3% | -7.3% | +6.0% | +2.0% |
| 30D | -1.1% | -8.6% | +7.6% | +2.9% |
| 3M | +7.4% | -7.5% | +14.9% | +10.9% |
| 6M | +16.2% | -14.1% | +30.3% | +23.4% |
| YTD | -6.1% | -9.4% | +3.3% | -3.7% |
| 1Y | +3.4% | -4.1% | +7.5% | +2.5% |
| 3Y | +162.9% | +10.3% | +152.5% | +136.2% |
| 5Y | +85.6% | -19.7% | +105.3% | +94.7% |
| 10Y | +262.7% | -7.0% | +269.8% | +232.4% |
| All | +262.7% | -9.4% | +272.2% | +232.4% |
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