+75.7%
TFC vs SYY
+88.7%
-13.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | +2.3% | +0.3% | +1.9% | +2.1% |
| 30D | +10.8% | -4.8% | +15.6% | +13.4% |
| 3M | -3.8% | -7.1% | +3.3% | -0.4% |
| 6M | +9.6% | +6.8% | +2.8% | +4.3% |
| YTD | +5.8% | +7.7% | -1.9% | -2.1% |
| 1Y | +16.2% | +5.7% | +10.5% | +8.6% |
| 3Y | +96.0% | +24.6% | +71.4% | +62.7% |
| 5Y | +1.7% | +15.6% | -13.9% | -12.9% |
| All | +75.7% | +88.7% | -13.1% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling