+4,136.2%
SYY vs TXT
+2,196.3%
+1,939.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -4.8% | +13.3% | -18.1% | -8.1% |
| 3M | -7.1% | -5.0% | -2.1% | -6.1% |
| 6M | +6.8% | -8.4% | +15.2% | +8.6% |
| YTD | +7.7% | -4.0% | +11.6% | +7.9% |
| 1Y | +5.7% | +2.8% | +2.9% | +3.9% |
| 3Y | +24.6% | +10.3% | +14.3% | +18.7% |
| 5Y | +15.6% | +9.2% | +6.5% | +9.4% |
| 10Y | +87.9% | +89.6% | -1.7% | +50.1% |
| All | +4,136.2% | +2,196.3% | +1,939.8% | +1,233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling