+23.6%
SYY vs TNA
-23.3%
+46.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.9% | -7.3% | +11.2% | +5.1% |
| 30D | -1.7% | -14.2% | +12.4% | +0.4% |
| 3M | +5.2% | -4.6% | +9.7% | +5.4% |
| 6M | -0.2% | +36.9% | -37.1% | -6.2% |
| YTD | +15.4% | +42.5% | -27.2% | +7.3% |
| 1Y | +5.6% | +45.8% | -40.2% | -2.9% |
| 3Y | +28.9% | +104.7% | -75.8% | +3.2% |
| All | +23.6% | -23.3% | +46.9% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling