-27.7%
TOST vs SYY
+15.0%
-42.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.9% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +16.2% | -4.8% | +21.0% | +18.5% |
| 3M | -1.5% | -7.1% | +5.5% | +1.5% |
| 6M | +55.3% | +6.8% | +48.5% | +49.1% |
| YTD | -2.3% | +7.7% | -10.0% | -10.5% |
| 1Y | -5.5% | +5.7% | -11.2% | -12.4% |
| 3Y | +151.1% | +24.6% | +126.6% | +90.6% |
| All | -27.7% | +15.0% | -42.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling