+92.3%
SYF vs TSN
-20.8%
+113.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +2.6% | -5.0% | +7.7% | +4.4% |
| 30D | 0.0% | -9.1% | +9.1% | +3.4% |
| 3M | +11.9% | -7.4% | +19.3% | +14.8% |
| 6M | +18.9% | -13.4% | +32.3% | +24.3% |
| YTD | -4.6% | -8.5% | +3.9% | -3.2% |
| 1Y | +6.4% | -3.2% | +9.6% | +4.9% |
| 3Y | +167.2% | +11.5% | +155.7% | +138.7% |
| 5Y | +92.3% | -19.5% | +111.9% | +101.2% |
| All | +92.3% | -20.8% | +113.1% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling