-19.7%
TSCO vs SYF
+155.9%
-175.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -5.7% | -4.9% | -0.7% | -4.6% |
| 30D | -8.8% | -4.3% | -4.5% | -7.9% |
| 3M | +6.3% | +5.5% | +0.8% | +4.8% |
| 6M | -32.3% | +17.5% | -49.8% | -34.7% |
| YTD | -32.7% | -7.8% | -24.9% | -32.0% |
| 1Y | -43.7% | +1.6% | -45.3% | -44.4% |
| 3Y | -19.7% | +154.8% | -174.5% | -42.2% |
| All | -19.7% | +155.9% | -175.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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