+411.0%
TSM vs SYY
+25.4%
+385.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +6.0% | -2.8% | +8.8% | +6.0% |
| 30D | +4.5% | -5.3% | +9.8% | +4.5% |
| 3M | +3.1% | +5.1% | -2.0% | +2.8% |
| 6M | +30.2% | -5.0% | +35.2% | +29.6% |
| YTD | +45.2% | +10.7% | +34.5% | +46.2% |
| 1Y | +79.6% | +0.7% | +78.9% | +79.8% |
| 3Y | +411.0% | +24.0% | +386.9% | +395.5% |
| All | +411.0% | +25.4% | +385.6% | +395.5% |
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