-45.7%
TOST vs SYY
+18.5%
-64.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.7% |
| 7D | -3.4% | -2.3% | -1.1% | -2.3% |
| 30D | -2.4% | -4.9% | +2.5% | -0.1% |
| 3M | +34.6% | +8.4% | +26.2% | +29.4% |
| 6M | +15.2% | -7.4% | +22.6% | +18.4% |
| YTD | -4.4% | +11.0% | -15.4% | -13.1% |
| 1Y | -17.4% | -0.2% | -17.2% | -19.7% |
| 3Y | +54.5% | +23.8% | +30.7% | +21.2% |
| All | -45.7% | +18.5% | -64.1% | -57.0% |
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