+668.9%
TEL vs SYY
+345.8%
+323.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.3% |
| 7D | +1.2% | -0.2% | +1.5% | +1.3% |
| 30D | -4.1% | -2.7% | -1.4% | -2.8% |
| 3M | -2.6% | +5.9% | -8.5% | -5.9% |
| 6M | 0.0% | -2.3% | +2.3% | -0.2% |
| YTD | -9.1% | +13.1% | -22.2% | -16.4% |
| 1Y | -0.8% | +3.8% | -4.6% | -4.9% |
| 3Y | +67.4% | +26.7% | +40.6% | +41.0% |
| 5Y | +51.8% | +19.4% | +32.3% | +30.8% |
| 10Y | +299.4% | +112.0% | +187.5% | +112.7% |
| All | +668.9% | +345.8% | +323.2% | +105.9% |
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