+732.2%
SYK vs TCOM
+2,536.0%
-1,803.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -12.3% | -6.5% | -5.8% | -11.5% |
| 30D | -22.4% | -16.2% | -6.2% | -20.5% |
| 3M | -12.3% | -19.3% | +7.0% | -9.9% |
| 6M | -24.3% | -27.2% | +2.9% | -21.1% |
| YTD | -22.8% | -46.2% | +23.4% | -16.5% |
| 1Y | -28.8% | -46.6% | +17.8% | -23.0% |
| 3Y | -4.0% | +8.4% | -12.4% | -8.5% |
| 5Y | +3.8% | +25.8% | -22.0% | -7.5% |
| 10Y | +172.8% | -11.9% | +184.7% | +144.9% |
| All | +732.2% | +2,536.0% | -1,803.9% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling