+111.5%
SYY vs TXT
+103.1%
+8.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -2.3% | -10.2% | +7.9% | +2.8% |
| 3M | +5.5% | -13.3% | +18.8% | +12.3% |
| 6M | -1.0% | -14.4% | +13.4% | +5.7% |
| YTD | +14.1% | -9.1% | +23.2% | +17.8% |
| 1Y | +5.6% | -2.2% | +7.7% | +4.6% |
| 3Y | +27.9% | +5.1% | +22.8% | +17.9% |
| 5Y | +22.7% | +12.8% | +9.9% | +5.6% |
| All | +111.5% | +103.1% | +8.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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