+646.3%
TSEM vs SYY
+18.9%
+627.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.8% |
| 7D | +4.7% | -0.2% | +5.0% | +4.7% |
| 30D | -14.2% | -2.7% | -11.5% | -13.9% |
| 3M | -5.0% | +5.9% | -10.9% | -6.7% |
| 6M | +87.6% | -2.3% | +89.9% | +86.7% |
| YTD | +84.4% | +13.1% | +71.3% | +78.8% |
| 1Y | +235.4% | +3.8% | +231.7% | +229.9% |
| 3Y | +668.0% | +26.7% | +641.2% | +607.6% |
| All | +646.3% | +18.9% | +627.4% | +555.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling