+22.7%
SYY vs TD
+122.4%
-99.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +1.5% | -2.6% | +4.1% | +2.5% |
| 30D | -2.3% | -1.0% | -1.3% | -2.1% |
| 3M | +5.5% | +5.6% | -0.1% | +3.0% |
| 6M | -1.0% | +27.1% | -28.1% | -10.2% |
| YTD | +14.1% | +29.4% | -15.3% | +2.6% |
| 1Y | +5.6% | +60.7% | -55.1% | -13.0% |
| 3Y | +27.9% | +127.6% | -99.7% | -10.2% |
| 5Y | +22.7% | +125.4% | -102.7% | -17.9% |
| All | +22.7% | +122.4% | -99.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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