+1,282.5%
TSEM vs SYY
+116.5%
+1,166.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -4.9% | +3.9% | -8.8% | -5.8% |
| 30D | -18.7% | -1.7% | -17.0% | -18.4% |
| 3M | -18.1% | +5.2% | -23.3% | -19.8% |
| 6M | +77.1% | -0.2% | +77.3% | +75.7% |
| YTD | +80.1% | +15.4% | +64.8% | +71.6% |
| 1Y | +220.4% | +5.6% | +214.8% | +211.9% |
| 3Y | +650.1% | +28.9% | +621.2% | +579.2% |
| 5Y | +628.9% | +24.1% | +604.8% | +557.2% |
| All | +1,282.5% | +116.5% | +1,166.0% | +976.8% |
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 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