+148.2%
TT vs SYY
+22.4%
+125.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -6.7% | -2.7% | -3.9% | -5.9% |
| 3M | -5.4% | +5.9% | -11.3% | -7.3% |
| 6M | +4.4% | -2.3% | +6.7% | +4.4% |
| YTD | +14.9% | +13.1% | +1.8% | +9.1% |
| 1Y | +9.3% | +3.8% | +5.5% | +6.8% |
| 3Y | +121.7% | +26.7% | +95.0% | +95.5% |
| 5Y | +148.2% | +19.4% | +128.7% | +121.2% |
| All | +148.2% | +22.4% | +125.8% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling