+12,702.2%
TSM vs SYY
+1,557.3%
+11,144.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -7.3% | -4.8% | -2.5% | -6.0% |
| 3M | -7.1% | -7.1% | -0.1% | -5.3% |
| 6M | +0.2% | +6.8% | -6.6% | -3.1% |
| YTD | +32.2% | +7.7% | +24.6% | +26.7% |
| 1Y | +42.8% | +5.7% | +37.1% | +37.4% |
| 3Y | +330.4% | +24.6% | +305.8% | +280.8% |
| 5Y | +263.9% | +15.6% | +248.3% | +228.5% |
| 10Y | +1,580.2% | +87.9% | +1,492.3% | +1,027.1% |
| All | +12,702.2% | +1,557.3% | +11,144.9% | +2,520.9% |
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