+511.5%
SYY vs TNA
+944.8%
-433.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.0% |
| 7D | -0.2% | -3.6% | +3.4% | +0.4% |
| 30D | -2.7% | -10.1% | +7.3% | -0.8% |
| 3M | +5.9% | +2.7% | +3.2% | +4.6% |
| 6M | -2.3% | +38.4% | -40.7% | -9.9% |
| YTD | +13.1% | +45.4% | -32.3% | +2.7% |
| 1Y | +3.8% | +55.9% | -52.2% | -8.1% |
| 3Y | +26.7% | +109.8% | -83.1% | -3.6% |
| 5Y | +19.4% | -22.5% | +41.9% | +2.8% |
| 10Y | +112.0% | +87.5% | +24.4% | +30.5% |
| All | +511.5% | +944.8% | -433.3% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling