-20.7%
TLT vs SYY
+116.5%
-137.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.2% |
| 7D | -1.6% | +3.9% | -5.6% | -1.5% |
| 30D | -1.1% | -1.7% | +0.6% | -1.2% |
| 3M | -4.9% | +5.2% | -10.0% | -4.6% |
| 6M | -5.0% | -0.2% | -4.8% | -4.9% |
| YTD | -4.4% | +15.4% | -19.7% | -3.6% |
| 1Y | -6.4% | +5.6% | -12.0% | -6.0% |
| 3Y | -2.0% | +28.9% | -30.9% | -0.4% |
| 5Y | -35.0% | +24.1% | -59.1% | -33.7% |
| All | -20.7% | +116.5% | -137.2% | -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