+179.8%
SYY vs TRU
+228.6%
-48.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.6% |
| 7D | -2.8% | -7.2% | +4.4% | -0.5% |
| 30D | -5.3% | -2.8% | -2.5% | -4.6% |
| 3M | +5.1% | +13.0% | -7.9% | +0.2% |
| 6M | -5.0% | +0.7% | -5.7% | -6.6% |
| YTD | +10.7% | -9.0% | +19.7% | +11.4% |
| 1Y | +0.7% | -16.3% | +17.0% | +3.6% |
| 3Y | +24.0% | -1.1% | +25.1% | +11.9% |
| 5Y | +19.3% | -36.0% | +55.3% | +28.8% |
| 10Y | +96.4% | +139.9% | -43.5% | +40.8% |
| All | +179.8% | +228.6% | -48.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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