+2,165.0%
SYK vs TDY
+6,969.6%
-4,804.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | -1.9% | -10.5% | -11.9% |
| 30D | -22.4% | -12.5% | -9.9% | -20.0% |
| 3M | -12.3% | -0.8% | -11.5% | -12.4% |
| 6M | -24.3% | -9.0% | -15.3% | -22.9% |
| YTD | -22.8% | +16.8% | -39.6% | -26.0% |
| 1Y | -28.8% | +9.5% | -38.2% | -30.8% |
| 3Y | -4.0% | +45.4% | -49.4% | -13.4% |
| 5Y | +3.8% | +37.8% | -34.0% | -5.3% |
| 10Y | +172.8% | +470.2% | -297.4% | +86.7% |
| All | +2,165.0% | +6,969.6% | -4,804.6% | +850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling