+112.0%
SYY vs TMF
-86.2%
+198.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.1% |
| 7D | -0.2% | -0.9% | +0.6% | -0.3% |
| 30D | -2.7% | -1.0% | -1.8% | -2.8% |
| 3M | +5.9% | -11.3% | +17.2% | +5.2% |
| 6M | -2.3% | -22.7% | +20.4% | -3.6% |
| YTD | +13.1% | -17.3% | +30.4% | +12.0% |
| 1Y | +3.8% | -22.5% | +26.2% | +2.4% |
| 3Y | +26.7% | -43.2% | +70.0% | +23.3% |
| 5Y | +19.4% | -88.3% | +107.7% | -2.4% |
| 10Y | +112.0% | -86.0% | +198.0% | +82.1% |
| All | +112.0% | -86.2% | +198.2% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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