+27.6%
SYY vs TMF
-29.8%
+57.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.0% |
| 3M | -6.3% | -2.7% | -3.7% | -6.3% |
| 6M | +9.7% | -13.2% | +22.9% | +10.8% |
| YTD | +9.4% | -16.7% | +26.1% | +10.8% |
| 1Y | +7.3% | -22.7% | +30.0% | +9.4% |
| 3Y | +27.6% | -26.1% | +53.7% | +31.6% |
| All | +27.6% | -29.8% | +57.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling