+131.2%
TLT vs SYY
+509.5%
-378.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.1% |
| 7D | -0.4% | -2.3% | +1.9% | -0.6% |
| 30D | -0.6% | -4.9% | +4.4% | -1.0% |
| 3M | -2.7% | +8.4% | -11.1% | -2.0% |
| 6M | -5.6% | -7.4% | +1.7% | -6.1% |
| YTD | -2.8% | +11.0% | -13.8% | -1.6% |
| 1Y | -1.4% | -0.2% | -1.2% | -1.2% |
| 3Y | -1.6% | +23.8% | -25.4% | +0.9% |
| 5Y | -33.8% | +18.1% | -52.0% | -32.0% |
| 10Y | -21.1% | +94.6% | -115.7% | -11.8% |
| All | +131.2% | +509.5% | -378.3% | +212.3% |
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 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