+741.5%
TT vs SYY
+87.3%
+654.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -11.0% | -2.2% | -8.8% | -10.7% |
| 3M | -12.0% | -8.0% | -4.0% | -9.9% |
| 6M | -10.4% | +7.5% | -17.9% | -13.6% |
| YTD | +9.9% | +7.4% | +2.5% | +5.1% |
| 1Y | +1.5% | +4.9% | -3.4% | -2.2% |
| 3Y | +93.7% | +24.1% | +69.6% | +71.8% |
| 5Y | +139.2% | +13.4% | +125.9% | +118.1% |
| 10Y | +741.5% | +87.5% | +653.9% | +486.6% |
| All | +741.5% | +87.3% | +654.2% | +486.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling