+22,728.0%
SYK vs TAP
+778.9%
+21,949.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | -11.8% | -5.1% | -6.7% | -10.8% |
| 30D | -20.4% | -8.4% | -11.9% | -18.9% |
| 3M | -12.1% | -3.9% | -8.1% | -11.3% |
| 6M | -24.3% | -14.4% | -10.0% | -21.9% |
| YTD | -21.2% | -14.7% | -6.5% | -18.8% |
| 1Y | -29.2% | -18.7% | -10.5% | -26.4% |
| 3Y | -2.1% | -32.6% | +30.6% | +4.9% |
| 5Y | +4.7% | -1.4% | +6.2% | +2.8% |
| 10Y | +178.2% | -50.4% | +228.6% | +200.8% |
| All | +22,728.0% | +778.9% | +21,949.1% | +13,207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling