+80.5%
TSEM vs SYY
+8.0%
+72.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.8% | -12.6% | -8.3% |
| 7D | -23.1% | -6.3% | -16.8% | -23.3% |
| 30D | -40.4% | +0.7% | -41.1% | -40.6% |
| 3M | -37.9% | -7.1% | -30.8% | -37.8% |
| 6M | -30.8% | +6.8% | -37.7% | -34.5% |
| YTD | +26.7% | +6.7% | +20.0% | +28.4% |
| 1Y | +80.5% | +7.5% | +72.9% | +83.5% |
| All | +80.5% | +8.0% | +72.5% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling