-34.5%
TLT vs SYY
+19.8%
-54.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -2.8% | +3.2% | +0.5% |
| 30D | -0.3% | -5.3% | +5.0% | -0.2% |
| 3M | -1.7% | +5.1% | -6.8% | -1.8% |
| 6M | -4.9% | -5.0% | +0.1% | -4.8% |
| YTD | -2.8% | +10.7% | -13.5% | -3.1% |
| 1Y | -4.2% | +0.7% | -4.9% | -4.3% |
| 3Y | -1.1% | +24.0% | -25.1% | -1.2% |
| All | -34.5% | +19.8% | -54.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling