+167.6%
SYK vs TDY
+472.2%
-304.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | -1.9% | -10.5% | -11.6% |
| 30D | -22.4% | -12.5% | -9.9% | -17.7% |
| 3M | -12.3% | -0.8% | -11.5% | -12.5% |
| 6M | -24.3% | -9.0% | -15.3% | -21.7% |
| YTD | -22.8% | +16.8% | -39.6% | -29.3% |
| 1Y | -28.8% | +9.5% | -38.2% | -33.1% |
| 3Y | -4.0% | +45.4% | -49.4% | -23.0% |
| 5Y | +3.8% | +37.8% | -34.0% | -15.6% |
| All | +167.6% | +472.2% | -304.7% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling