+44.7%
SYY vs TW
+211.4%
-166.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.5% |
| 7D | -2.8% | -3.5% | +0.7% | -1.9% |
| 30D | -5.3% | +0.5% | -5.8% | -5.5% |
| 3M | +5.1% | +4.9% | +0.1% | +3.2% |
| 6M | -5.0% | -17.1% | +12.1% | -0.9% |
| YTD | +10.7% | -3.9% | +14.6% | +10.4% |
| 1Y | +0.7% | -13.3% | +13.9% | +3.3% |
| 3Y | +24.0% | +20.9% | +3.1% | +11.4% |
| 5Y | +19.3% | +20.5% | -1.2% | +5.0% |
| All | +44.7% | +211.4% | -166.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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