+476.5%
TSEM vs SYY
+24.4%
+452.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -6.9% |
| 7D | +7.0% | +0.3% | +6.6% | +7.0% |
| 30D | -29.8% | -4.8% | -25.0% | -29.9% |
| 3M | -41.9% | -7.1% | -34.9% | -41.9% |
| 6M | -45.8% | +6.8% | -52.5% | -47.0% |
| YTD | +25.1% | +7.7% | +17.4% | +23.8% |
| 1Y | +48.2% | +5.7% | +42.6% | +46.6% |
| 3Y | +476.5% | +24.6% | +451.9% | +399.0% |
| All | +476.5% | +24.4% | +452.0% | +399.0% |
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