-7.2%
SYK vs TD
+125.8%
-133.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -12.3% | -2.6% | -9.8% | -11.9% |
| 30D | -22.4% | -1.0% | -21.4% | -22.3% |
| 3M | -12.3% | +5.6% | -18.0% | -13.5% |
| 6M | -24.3% | +27.1% | -51.4% | -28.3% |
| YTD | -22.8% | +29.4% | -52.2% | -27.2% |
| 1Y | -28.8% | +60.7% | -89.5% | -36.2% |
| All | -7.2% | +125.8% | -133.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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