+310.3%
TPR vs SYY
+26.8%
+283.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -2.3% | -2.3% | 0.0% | -1.5% |
| 30D | -23.0% | -4.9% | -18.0% | -21.5% |
| 3M | -12.5% | +8.4% | -20.9% | -14.9% |
| 6M | -21.4% | -7.4% | -14.1% | -19.8% |
| YTD | -3.5% | +11.0% | -14.5% | -8.1% |
| 1Y | +17.4% | -0.2% | +17.6% | +16.2% |
| All | +310.3% | +26.8% | +283.5% | +251.2% |
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