-46.4%
TOST vs SYY
+13.6%
-60.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -4.7% | +1.3% | -6.0% | -5.3% |
| 30D | +8.5% | -3.5% | +12.0% | +9.9% |
| 3M | -1.6% | -9.3% | +7.8% | +2.6% |
| 6M | +44.1% | +5.9% | +38.2% | +38.9% |
| YTD | -5.6% | +6.5% | -12.1% | -12.9% |
| 1Y | -12.6% | +4.0% | -16.6% | -18.2% |
| 3Y | +137.6% | +23.0% | +114.6% | +83.1% |
| 5Y | -30.4% | +14.3% | -44.7% | -44.3% |
| All | -46.4% | +13.6% | -60.0% | -56.9% |
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