+29.0%
SYY vs TXG
+27.0%
+2.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.9% |
| 7D | +3.9% | +9.5% | -5.5% | +3.3% |
| 30D | -1.7% | +18.8% | -20.5% | -2.9% |
| 3M | +5.2% | +136.1% | -130.9% | -1.2% |
| 6M | -0.2% | +235.2% | -235.4% | -8.9% |
| YTD | +15.4% | +320.5% | -305.2% | +3.3% |
| 1Y | +5.6% | +425.2% | -419.6% | -7.6% |
| 3Y | +28.9% | +42.9% | -14.0% | +20.7% |
| 5Y | +24.1% | -62.8% | +86.9% | +22.3% |
| All | +29.0% | +27.0% | +2.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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