+167.2%
SYF vs TSN
+13.0%
+154.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +2.6% | -5.0% | +7.7% | +3.7% |
| 30D | 0.0% | -9.1% | +9.1% | +2.2% |
| 3M | +11.9% | -7.4% | +19.3% | +13.8% |
| 6M | +18.9% | -13.4% | +32.3% | +22.4% |
| YTD | -4.6% | -8.5% | +3.9% | -3.8% |
| 1Y | +6.4% | -3.2% | +9.6% | +5.0% |
| 3Y | +167.2% | +11.5% | +155.7% | +134.9% |
| All | +167.2% | +13.0% | +154.2% | +134.9% |
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 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