+24.5%
TMO vs SYY
+6.6%
+18.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.6% | +3.9% | -4.6% | -0.9% |
| 30D | +1.1% | -1.7% | +2.9% | +1.2% |
| 3M | +28.3% | +5.2% | +23.2% | +28.0% |
| 6M | +23.3% | -0.2% | +23.5% | +22.3% |
| YTD | +5.5% | +15.4% | -9.9% | +3.0% |
| 1Y | +24.5% | +5.6% | +19.0% | +24.6% |
| All | +24.5% | +6.6% | +18.0% | +24.6% |
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