+27.5%
SYY vs TXG
+39.1%
-11.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +1.5% | +5.0% | -3.5% | +1.3% |
| 30D | -2.3% | +13.5% | -15.8% | -2.9% |
| 3M | +5.5% | +128.0% | -122.5% | +1.4% |
| 6M | -1.0% | +224.4% | -225.4% | -6.7% |
| YTD | +14.1% | +307.0% | -292.9% | +6.1% |
| 1Y | +5.6% | +427.2% | -421.7% | -3.9% |
| All | +27.5% | +39.1% | -11.7% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling