+3.4%
SYF vs TSN
-3.8%
+7.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -1.3% | -7.3% | +6.0% | -1.0% |
| 30D | -1.1% | -8.6% | +7.6% | -0.7% |
| 3M | +7.4% | -7.5% | +14.9% | +8.0% |
| 6M | +16.2% | -14.1% | +30.3% | +17.1% |
| YTD | -6.1% | -9.4% | +3.3% | -5.3% |
| 1Y | +3.4% | -4.1% | +7.5% | +1.0% |
| All | +3.4% | -3.8% | +7.2% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling