-19.9%
SYK vs TCOM
-26.7%
+6.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.9% |
| 7D | -9.1% | -4.9% | -4.2% | -8.5% |
| 30D | -20.6% | -14.4% | -6.2% | -19.4% |
| 3M | -9.6% | -17.7% | +8.1% | -9.2% |
| 6M | -19.9% | -25.1% | +5.2% | -18.8% |
| All | -19.9% | -26.7% | +6.8% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling