+802.2%
TTMI vs SYY
+20.0%
+782.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +6.0% | +1.5% | +4.5% | +5.5% |
| 30D | -6.4% | -2.3% | -4.1% | -5.9% |
| 3M | -28.9% | +5.5% | -34.4% | -31.0% |
| 6M | +26.9% | -1.0% | +27.8% | +25.6% |
| YTD | +77.3% | +14.1% | +63.2% | +66.8% |
| 1Y | +147.5% | +5.6% | +141.9% | +138.6% |
| 3Y | +847.6% | +27.9% | +819.8% | +718.5% |
| 5Y | +802.2% | +22.7% | +779.5% | +707.2% |
| All | +802.2% | +20.0% | +782.2% | +707.2% |
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