+22.9%
SYY vs TLN
+589.3%
-566.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.2% |
| 7D | -0.2% | +5.8% | -6.1% | -0.2% |
| 30D | -2.7% | -6.9% | +4.1% | -2.8% |
| 3M | +5.9% | -10.9% | +16.8% | +5.7% |
| 6M | -2.3% | -4.6% | +2.3% | -2.5% |
| YTD | +13.1% | -14.7% | +27.8% | +12.8% |
| 1Y | +3.8% | -17.9% | +21.7% | +3.4% |
| 3Y | +26.7% | +483.9% | -457.1% | +33.3% |
| All | +22.9% | +589.3% | -566.5% | +30.3% |
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