+5.0%
SYK vs TD
+124.1%
-119.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -12.3% | -2.6% | -9.8% | -11.5% |
| 30D | -22.4% | -1.0% | -21.4% | -22.2% |
| 3M | -12.3% | +5.6% | -18.0% | -14.5% |
| 6M | -24.3% | +27.1% | -51.4% | -31.5% |
| YTD | -22.8% | +29.4% | -52.2% | -30.8% |
| 1Y | -28.8% | +60.7% | -89.5% | -41.9% |
| 3Y | -4.0% | +127.6% | -131.6% | -34.1% |
| All | +5.0% | +124.1% | -119.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling