+14,847.0%
TT vs SYY
+4,395.2%
+10,451.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.9% |
| 7D | +1.7% | -4.1% | +5.9% | +3.2% |
| 30D | -11.8% | +0.3% | -12.1% | -12.4% |
| 3M | -12.6% | -6.3% | -6.2% | -10.8% |
| 6M | -9.4% | +9.7% | -19.1% | -13.7% |
| YTD | +8.8% | +9.4% | -0.6% | +2.5% |
| 1Y | -2.5% | +7.3% | -9.8% | -7.5% |
| 3Y | +95.7% | +27.6% | +68.0% | +69.2% |
| 5Y | +135.7% | +12.5% | +123.2% | +112.6% |
| 10Y | +750.6% | +87.4% | +663.2% | +460.5% |
| All | +14,847.0% | +4,395.2% | +10,451.8% | +3,099.6% |
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 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