+220.4%
TSEM vs SYY
+6.6%
+213.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | -4.9% | +3.9% | -8.8% | -5.1% |
| 30D | -18.7% | -1.7% | -17.0% | -18.6% |
| 3M | -18.1% | +5.2% | -23.3% | -19.4% |
| 6M | +77.1% | -0.2% | +77.3% | +73.9% |
| YTD | +80.1% | +15.4% | +64.8% | +80.9% |
| 1Y | +220.4% | +5.6% | +214.8% | +217.2% |
| All | +220.4% | +6.6% | +213.8% | +217.2% |
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 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