+340.9%
SYF vs TSN
+81.5%
+259.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +2.4% | -6.3% | +8.7% | +5.0% |
| 30D | +0.8% | -10.8% | +11.7% | +5.5% |
| 3M | +13.4% | -8.8% | +22.2% | +17.3% |
| 6M | +16.3% | -16.8% | +33.2% | +24.4% |
| YTD | -3.0% | -10.0% | +7.0% | -0.4% |
| 1Y | +5.7% | -5.3% | +11.0% | +5.7% |
| 3Y | +160.1% | +8.5% | +151.6% | +140.0% |
| 5Y | +88.5% | -22.9% | +111.4% | +101.0% |
| 10Y | +263.1% | -12.6% | +275.7% | +244.9% |
| All | +340.9% | +81.5% | +259.4% | +284.6% |
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