+357.0%
TPR vs SYY
+86.6%
+270.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.1% | +1.3% | -2.5% | -2.0% |
| 30D | +15.1% | -3.5% | +18.6% | +16.8% |
| 3M | -13.4% | -9.3% | -4.1% | -8.7% |
| 6M | +1.4% | +5.9% | -4.6% | -3.0% |
| YTD | +4.8% | +6.5% | -1.7% | -2.0% |
| 1Y | +29.2% | +4.0% | +25.2% | +22.6% |
| 3Y | +403.7% | +23.0% | +380.7% | +318.6% |
| 5Y | +230.8% | +14.3% | +216.5% | +189.9% |
| All | +357.0% | +86.6% | +270.4% | +232.0% |
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 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