+589.0%
SYK vs TDG
+12,853.5%
-12,264.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -2.7% | -9.7% | -11.4% |
| 30D | -22.4% | -9.3% | -13.2% | -19.6% |
| 3M | -12.3% | -7.1% | -5.3% | -10.1% |
| 6M | -24.3% | -11.2% | -13.2% | -21.3% |
| YTD | -22.8% | -15.3% | -7.5% | -18.6% |
| 1Y | -28.8% | -12.5% | -16.3% | -26.0% |
| 3Y | -4.0% | +51.2% | -55.2% | -19.7% |
| 5Y | +3.8% | +126.1% | -122.3% | -26.0% |
| 10Y | +172.8% | +536.2% | -363.4% | +30.6% |
| All | +589.0% | +12,853.5% | -12,264.5% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling