+5.0%
SYK vs TDG
+123.4%
-118.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -2.7% | -9.7% | -11.3% |
| 30D | -22.4% | -9.3% | -13.2% | -19.3% |
| 3M | -12.3% | -7.1% | -5.3% | -9.9% |
| 6M | -24.3% | -11.2% | -13.2% | -21.0% |
| YTD | -22.8% | -15.3% | -7.5% | -18.2% |
| 1Y | -28.8% | -12.5% | -16.3% | -25.8% |
| 3Y | -4.0% | +51.2% | -55.2% | -24.6% |
| All | +5.0% | +123.4% | -118.4% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling