-5.3%
SYK vs TDG
-6.8%
+1.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.4% |
| 7D | +7.5% | +1.1% | +6.4% | +7.0% |
| 30D | +20.4% | +7.8% | +12.7% | +17.2% |
| 3M | -0.3% | -5.2% | +5.0% | +1.6% |
| 6M | +14.2% | -0.2% | +14.3% | +13.9% |
| YTD | -3.8% | -10.6% | +6.7% | -1.5% |
| 1Y | -5.3% | -6.1% | +0.8% | -4.3% |
| All | -5.3% | -6.8% | +1.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling