+729.6%
SYY vs TDY
+6,969.6%
-6,240.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | -2.3% | -12.5% | +10.2% | +0.3% |
| 3M | +5.5% | -0.8% | +6.3% | +5.5% |
| 6M | -1.0% | -9.0% | +8.0% | +0.7% |
| YTD | +14.1% | +16.8% | -2.7% | +10.2% |
| 1Y | +5.6% | +9.5% | -3.9% | +3.1% |
| 3Y | +27.9% | +45.4% | -17.5% | +16.9% |
| 5Y | +22.7% | +37.8% | -15.1% | +13.0% |
| 10Y | +113.9% | +470.2% | -356.3% | +60.0% |
| All | +729.6% | +6,969.6% | -6,240.1% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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