+87.4%
SYY vs TMF
-83.0%
+170.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -4.1% | +0.6% | -4.7% | -4.1% |
| 30D | +0.3% | +16.3% | -16.0% | +1.2% |
| 3M | -6.3% | -2.7% | -3.7% | -6.5% |
| 6M | +9.7% | -13.2% | +22.9% | +8.8% |
| YTD | +9.4% | -16.7% | +26.1% | +8.5% |
| 1Y | +7.3% | -22.7% | +30.0% | +5.8% |
| 3Y | +27.6% | -26.1% | +53.7% | +27.1% |
| 5Y | +12.5% | -88.4% | +101.0% | -8.8% |
| 10Y | +87.4% | -81.8% | +169.2% | +61.7% |
| All | +87.4% | -83.0% | +170.4% | +61.7% |
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