+437.3%
TTMI vs SYY
+594.7%
-157.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.9% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -4.5% | -2.7% | -1.7% | -3.5% |
| 3M | -28.5% | +5.9% | -34.4% | -31.3% |
| 6M | +28.4% | -2.3% | +30.7% | +27.6% |
| YTD | +80.1% | +13.1% | +67.0% | +66.8% |
| 1Y | +161.0% | +3.8% | +157.3% | +150.0% |
| 3Y | +862.4% | +26.7% | +835.7% | +720.5% |
| 5Y | +812.9% | +19.4% | +793.5% | +690.8% |
| 10Y | +1,094.7% | +112.0% | +982.7% | +575.9% |
| All | +437.3% | +594.7% | -157.4% | +113.4% |
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 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