-22.3%
SYK vs TFC
+15.4%
-37.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.3% | +2.4% | -10.8% | -8.9% |
| 30D | -10.1% | -1.3% | -8.8% | -9.8% |
| 3M | +0.9% | +6.1% | -5.2% | -0.8% |
| 6M | -20.2% | +7.3% | -27.5% | -22.0% |
| YTD | -13.3% | +8.2% | -21.5% | -16.2% |
| 1Y | -22.3% | +14.4% | -36.8% | -26.9% |
| All | -22.3% | +15.4% | -37.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling