+13,634.3%
TSM vs SYY
+1,608.5%
+12,025.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.3% |
| 7D | +2.7% | -2.3% | +5.0% | +3.5% |
| 30D | +3.6% | -4.9% | +8.5% | +5.4% |
| 3M | -3.4% | +8.4% | -11.8% | -6.5% |
| 6M | +20.6% | -7.4% | +28.0% | +22.7% |
| YTD | +41.9% | +11.0% | +30.9% | +35.2% |
| 1Y | +84.4% | -0.2% | +84.6% | +81.6% |
| 3Y | +380.2% | +23.8% | +356.5% | +328.0% |
| 5Y | +275.3% | +18.1% | +257.2% | +237.6% |
| 10Y | +1,751.4% | +94.6% | +1,656.8% | +1,131.6% |
| All | +13,634.3% | +1,608.5% | +12,025.8% | +2,697.3% |
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