+113.8%
SYY vs TNA
+86.1%
+27.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +3.9% | -7.3% | +11.2% | +5.8% |
| 30D | -1.7% | -14.2% | +12.4% | +1.8% |
| 3M | +5.2% | -4.6% | +9.7% | +5.6% |
| 6M | -0.2% | +36.9% | -37.1% | -9.6% |
| YTD | +15.4% | +42.5% | -27.2% | +2.6% |
| 1Y | +5.6% | +45.8% | -40.2% | -8.0% |
| 3Y | +28.9% | +104.7% | -75.8% | -9.7% |
| 5Y | +24.1% | -21.7% | +45.8% | +1.9% |
| All | +113.8% | +86.1% | +27.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling