-7.2%
SYK vs TCOM
+7.1%
-14.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -12.3% | -6.5% | -5.8% | -11.9% |
| 30D | -22.4% | -16.2% | -6.2% | -21.4% |
| 3M | -12.3% | -19.3% | +7.0% | -11.1% |
| 6M | -24.3% | -27.2% | +2.9% | -22.7% |
| YTD | -22.8% | -46.2% | +23.4% | -19.6% |
| 1Y | -28.8% | -46.6% | +17.8% | -25.8% |
| All | -7.2% | +7.1% | -14.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling