+165.8%
SYF vs TSN
+42.6%
+123.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.3% | +4.9% | -9.1% | -5.2% |
| 30D | +1.0% | +12.1% | -11.0% | -1.4% |
| 3M | -6.4% | +4.1% | -10.5% | -7.3% |
| 6M | +1.0% | -10.9% | +11.9% | +3.4% |
| YTD | -10.7% | +4.8% | -15.5% | -12.7% |
| 1Y | +1.8% | +17.6% | -15.9% | -4.4% |
| 3Y | +165.8% | +43.2% | +122.6% | +119.3% |
| All | +165.8% | +42.6% | +123.3% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling