+2,700.2%
TFC vs SYY
+4,458.5%
-1,758.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.6% |
| 7D | +2.4% | -2.3% | +4.7% | +3.5% |
| 30D | -1.3% | -4.9% | +3.6% | +0.9% |
| 3M | +6.1% | +8.4% | -2.3% | +2.0% |
| 6M | +7.3% | -7.4% | +14.7% | +9.8% |
| YTD | +8.2% | +11.0% | -2.8% | +1.3% |
| 1Y | +14.4% | -0.2% | +14.7% | +12.4% |
| 3Y | +93.7% | +23.8% | +69.9% | +70.8% |
| 5Y | +16.4% | +18.1% | -1.7% | +4.1% |
| 10Y | +101.6% | +94.6% | +7.0% | +41.9% |
| All | +2,700.2% | +4,458.5% | -1,758.4% | +849.7% |
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