-20.0%
SYK vs TEM
+46.9%
-66.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.7% |
| 7D | -12.3% | -9.2% | -3.2% | -11.9% |
| 30D | -22.4% | +5.5% | -27.9% | -22.9% |
| 3M | -12.3% | +18.7% | -31.1% | -13.7% |
| 6M | -24.3% | +15.4% | -39.7% | -25.7% |
| YTD | -22.8% | -0.5% | -22.2% | -23.6% |
| 1Y | -28.8% | -24.8% | -3.9% | -28.6% |
| All | -20.0% | +46.9% | -66.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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