+486.0%
SYY vs TRI
+507.2%
-21.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.7% |
| 7D | -0.2% | -8.4% | +8.2% | +2.2% |
| 30D | -2.7% | -6.5% | +3.7% | -1.2% |
| 3M | +5.9% | +18.6% | -12.7% | -1.4% |
| 6M | -2.3% | -10.4% | +8.1% | -1.7% |
| YTD | +13.1% | -23.7% | +36.8% | +18.4% |
| 1Y | +3.8% | -42.5% | +46.2% | +20.1% |
| 3Y | +26.7% | -19.3% | +46.0% | +26.7% |
| 5Y | +19.4% | -9.7% | +29.1% | +13.3% |
| 10Y | +112.0% | +194.4% | -82.5% | +33.9% |
| All | +486.0% | +507.2% | -21.2% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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