-46.7%
TOST vs SYY
+18.1%
-64.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -0.9% | -2.8% | +1.9% | +0.4% |
| 30D | -3.5% | -5.3% | +1.8% | -0.9% |
| 3M | +38.1% | +5.1% | +33.0% | +34.8% |
| 6M | +9.9% | -5.0% | +14.9% | +11.5% |
| YTD | -6.3% | +10.7% | -16.9% | -14.7% |
| 1Y | -18.3% | +0.7% | -19.0% | -21.0% |
| 3Y | +59.7% | +24.0% | +35.7% | +25.0% |
| All | -46.7% | +18.1% | -64.9% | -57.8% |
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