+24.0%
SYY vs TLN
+494.5%
-470.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.2% |
| 7D | -2.8% | +10.9% | -13.7% | -2.7% |
| 30D | -5.3% | -6.3% | +1.0% | -5.3% |
| 3M | +5.1% | -10.7% | +15.8% | +5.0% |
| 6M | -5.0% | +1.6% | -6.6% | -5.1% |
| YTD | +10.7% | -13.1% | +23.8% | +10.4% |
| 1Y | +0.7% | -15.1% | +15.7% | +0.4% |
| 3Y | +24.0% | +495.0% | -471.0% | +34.1% |
| All | +24.0% | +494.5% | -470.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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