+1,124.0%
TTMI vs SYY
+116.5%
+1,007.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.0% |
| 7D | +0.7% | +3.9% | -3.3% | -0.8% |
| 30D | -8.4% | -1.7% | -6.7% | -8.0% |
| 3M | -32.5% | +5.2% | -37.6% | -34.4% |
| 6M | +32.5% | -0.2% | +32.7% | +30.9% |
| YTD | +83.2% | +15.4% | +67.9% | +71.1% |
| 1Y | +161.7% | +5.6% | +156.1% | +151.5% |
| 3Y | +890.1% | +28.9% | +861.3% | +764.3% |
| 5Y | +832.4% | +24.1% | +808.4% | +721.7% |
| All | +1,124.0% | +116.5% | +1,007.5% | +695.4% |
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