+15.3%
SYY vs TMF
-88.6%
+103.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +0.3% | -9.3% | +9.6% | +0.5% |
| 30D | -4.8% | +1.9% | -6.7% | -4.8% |
| 3M | -7.1% | -11.2% | +4.2% | -6.9% |
| 6M | +6.8% | -17.7% | +24.5% | +7.1% |
| YTD | +7.7% | -24.5% | +32.1% | +8.1% |
| 1Y | +5.7% | -29.4% | +35.1% | +6.3% |
| 3Y | +24.6% | -33.4% | +58.0% | +25.8% |
| All | +15.3% | -88.6% | +103.9% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling