+113.8%
SYY vs TSN
-4.9%
+118.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +3.9% | +3.0% | +0.9% | +2.5% |
| 30D | -1.7% | -4.2% | +2.4% | -0.1% |
| 3M | +5.2% | -3.9% | +9.1% | +6.5% |
| 6M | -0.2% | -9.8% | +9.6% | +3.1% |
| YTD | +15.4% | -7.3% | +22.6% | +17.5% |
| 1Y | +5.6% | -2.2% | +7.8% | +4.3% |
| 3Y | +28.9% | +11.9% | +17.0% | +16.8% |
| 5Y | +24.1% | -16.9% | +41.0% | +27.1% |
| All | +113.8% | -4.9% | +118.8% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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