-53.2%
TE vs SYY
+12.7%
-65.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -4.0% | -2.3% | -1.7% | -3.7% |
| 30D | -15.9% | -4.9% | -11.0% | -15.5% |
| 3M | -60.5% | +8.4% | -68.9% | -61.1% |
| 6M | -35.2% | -7.4% | -27.9% | -34.9% |
| YTD | -31.1% | +11.0% | -42.1% | -32.6% |
| 1Y | +148.6% | -0.2% | +148.9% | +146.6% |
| 3Y | -26.4% | +23.8% | -50.2% | -29.9% |
| 5Y | -48.0% | +18.1% | -66.2% | -49.8% |
| All | -53.2% | +12.7% | -65.8% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling