-44.5%
TOST vs SYY
+14.5%
-59.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.4% |
| 7D | +9.4% | -7.3% | +16.7% | +12.9% |
| 30D | +13.5% | +0.1% | +13.4% | +12.9% |
| 3M | -0.1% | -8.2% | +8.1% | +3.5% |
| 6M | +22.5% | +6.3% | +16.2% | +17.9% |
| YTD | -2.4% | +7.3% | -9.7% | -10.3% |
| 1Y | -4.7% | +8.5% | -13.2% | -13.2% |
| 3Y | +103.2% | +24.9% | +78.3% | +55.1% |
| 5Y | -41.2% | +8.0% | -49.3% | -52.4% |
| All | -44.5% | +14.5% | -59.1% | -55.6% |
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