+240.4%
TPR vs SYY
+18.7%
+221.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -2.3% | -2.3% | 0.0% | -1.0% |
| 30D | -23.0% | -4.9% | -18.0% | -20.6% |
| 3M | -12.5% | +8.4% | -20.9% | -16.5% |
| 6M | -21.4% | -7.4% | -14.1% | -18.5% |
| YTD | -3.5% | +11.0% | -14.5% | -11.3% |
| 1Y | +17.4% | -0.2% | +17.6% | +15.3% |
| 3Y | +291.3% | +23.8% | +267.5% | +218.5% |
| All | +240.4% | +18.7% | +221.7% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling