+5.0%
SYK vs TE
-48.4%
+53.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.8% | -1.8% |
| 7D | -12.3% | +0.9% | -13.2% | -12.4% |
| 30D | -22.4% | -16.3% | -6.2% | -22.2% |
| 3M | -12.3% | -40.8% | +28.4% | -11.8% |
| 6M | -24.3% | -42.6% | +18.3% | -24.4% |
| YTD | -22.8% | -31.4% | +8.7% | -23.8% |
| 1Y | -28.8% | +144.9% | -173.7% | -34.8% |
| 3Y | -4.0% | -26.0% | +22.0% | -7.5% |
| All | +5.0% | -48.4% | +53.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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