+8,096.9%
TMO vs SYY
+4,587.2%
+3,509.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -2.5% | +1.5% | -4.0% | -2.9% |
| 30D | -0.3% | -2.3% | +2.0% | +0.3% |
| 3M | +25.3% | +5.5% | +19.8% | +23.4% |
| 6M | +20.9% | -1.0% | +21.8% | +20.4% |
| YTD | +4.3% | +14.1% | -9.8% | -0.4% |
| 1Y | +27.0% | +5.6% | +21.5% | +23.8% |
| 3Y | +17.5% | +27.9% | -10.4% | +8.3% |
| 5Y | +6.9% | +22.7% | -15.8% | -1.2% |
| 10Y | +332.0% | +113.9% | +218.1% | +209.6% |
| All | +8,096.9% | +4,587.2% | +3,509.7% | +2,460.4% |
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