-29.8%
SYK vs TAP
-18.5%
-11.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | -5.3% | -7.1% | -10.8% |
| 30D | -22.4% | -7.4% | -15.1% | -20.6% |
| 3M | -12.3% | -4.9% | -7.4% | -11.2% |
| 6M | -24.3% | -14.2% | -10.1% | -22.7% |
| YTD | -22.8% | -14.8% | -7.9% | -21.2% |
| All | -29.8% | -18.5% | -11.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling