-26.5%
TSEM vs SYY
+2,625.5%
-2,651.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.2% |
| 7D | +7.0% | +0.3% | +6.6% | +6.9% |
| 30D | -29.8% | -4.8% | -25.0% | -29.2% |
| 3M | -41.9% | -7.1% | -34.9% | -41.2% |
| 6M | -45.8% | +6.8% | -52.5% | -47.5% |
| YTD | +25.1% | +7.7% | +17.4% | +20.6% |
| 1Y | +48.2% | +5.7% | +42.6% | +43.5% |
| 3Y | +476.5% | +24.6% | +451.9% | +425.3% |
| 5Y | +301.4% | +15.6% | +285.8% | +268.7% |
| 10Y | +812.9% | +87.9% | +725.0% | +593.7% |
| All | -26.5% | +2,625.5% | -2,651.9% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling