-5.6%
TLT vs SYY
+8.7%
-14.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.7% |
| 7D | +1.0% | -6.3% | +7.3% | +1.1% |
| 30D | +6.0% | +0.7% | +5.3% | +6.2% |
| 3M | -0.9% | -6.4% | +5.5% | -0.8% |
| 6M | -2.3% | +7.6% | -9.9% | -2.0% |
| YTD | -3.3% | +7.4% | -10.7% | -2.6% |
| 1Y | -5.6% | +8.3% | -13.9% | -4.9% |
| All | -5.6% | +8.7% | -14.4% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling