-48.5%
TE vs SYY
+20.0%
-68.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -6.9% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | -16.3% | -2.3% | -14.0% | -15.9% |
| 3M | -40.8% | +5.5% | -46.2% | -42.0% |
| 6M | -42.6% | -1.0% | -41.6% | -42.9% |
| YTD | -31.4% | +14.1% | -45.6% | -35.5% |
| 1Y | +144.9% | +5.6% | +139.4% | +136.0% |
| 3Y | -26.0% | +27.9% | -53.9% | -37.1% |
| 5Y | -48.5% | +22.7% | -71.2% | -53.4% |
| All | -48.5% | +20.0% | -68.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling