+103.2%
TOST vs SYY
+24.3%
+78.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.6% |
| 7D | +9.4% | -7.3% | +16.7% | +10.1% |
| 30D | +13.5% | +0.1% | +13.4% | +13.4% |
| 3M | -0.1% | -8.2% | +8.1% | +0.5% |
| 6M | +22.5% | +6.3% | +16.2% | +22.2% |
| YTD | -2.4% | +7.3% | -9.7% | -4.5% |
| 1Y | -4.7% | +8.5% | -13.2% | -7.0% |
| 3Y | +103.2% | +24.9% | +78.3% | +40.9% |
| All | +103.2% | +24.3% | +78.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling