+416.5%
TPR vs SYY
+24.3%
+392.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | +14.2% | -7.3% | +21.5% | +16.8% |
| 30D | +17.1% | +0.1% | +17.0% | +16.6% |
| 3M | -17.7% | -8.2% | -9.5% | -15.5% |
| 6M | -10.2% | +6.3% | -16.4% | -12.3% |
| YTD | +4.9% | +7.3% | -2.4% | +0.9% |
| 1Y | +36.1% | +8.5% | +27.7% | +30.3% |
| 3Y | +416.5% | +24.9% | +391.5% | +333.5% |
| All | +416.5% | +24.3% | +392.1% | +333.5% |
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 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