+488.8%
SYY vs TMF
-68.9%
+557.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | -2.3% | -1.4% | -0.9% | -2.4% |
| 30D | -4.9% | -2.8% | -2.1% | -5.1% |
| 3M | +8.4% | -10.9% | +19.3% | +7.5% |
| 6M | -7.4% | -21.3% | +14.0% | -8.9% |
| YTD | +11.0% | -15.9% | +26.9% | +9.7% |
| 1Y | -0.2% | -15.7% | +15.5% | -1.3% |
| 3Y | +23.8% | -43.4% | +67.1% | +19.7% |
| 5Y | +18.1% | -87.8% | +105.9% | -1.0% |
| 10Y | +94.6% | -86.7% | +181.3% | +71.3% |
| All | +488.8% | -68.9% | +557.6% | +503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling