+305.8%
SYF vs TSN
+111.4%
+194.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.3% | +4.9% | -9.1% | -6.2% |
| 30D | +1.0% | +12.1% | -11.0% | -3.8% |
| 3M | -6.4% | +4.1% | -10.5% | -8.4% |
| 6M | +1.0% | -10.9% | +11.9% | +5.3% |
| YTD | -10.7% | +4.8% | -15.5% | -14.2% |
| 1Y | +1.8% | +17.6% | -15.9% | -7.3% |
| 3Y | +165.8% | +43.2% | +122.6% | +117.0% |
| 5Y | +65.9% | -13.9% | +79.8% | +68.7% |
| 10Y | +206.0% | +11.8% | +194.1% | +170.0% |
| All | +305.8% | +111.4% | +194.4% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling