+668.0%
TSEM vs SYY
+26.6%
+641.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.6% |
| 7D | +4.7% | -0.2% | +5.0% | +4.7% |
| 30D | -14.2% | -2.7% | -11.5% | -14.1% |
| 3M | -5.0% | +5.9% | -10.9% | -6.3% |
| 6M | +87.6% | -2.3% | +89.9% | +86.0% |
| YTD | +84.4% | +13.1% | +71.3% | +82.1% |
| 1Y | +235.4% | +3.8% | +231.7% | +232.2% |
| All | +668.0% | +26.6% | +641.4% | +596.0% |
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