+16.7%
SYY vs TLN
+716.6%
-699.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.7% | -0.8% |
| 7D | 0.0% | +15.9% | -15.9% | +0.3% |
| 30D | -2.2% | -0.3% | -2.0% | -2.1% |
| 3M | -8.0% | +5.8% | -13.9% | -7.9% |
| 6M | +7.5% | -1.2% | +8.7% | +7.6% |
| YTD | +7.4% | +1.0% | +6.4% | +7.4% |
| 1Y | +4.9% | +1.1% | +3.8% | +4.9% |
| 3Y | +24.1% | +591.7% | -567.6% | +30.4% |
| All | +16.7% | +716.6% | -699.9% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling