-5.3%
SYK vs TFC
+92.8%
-98.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +1.9% | +2.0% |
| 7D | -9.1% | -2.4% | -6.7% | -8.5% |
| 30D | -20.6% | -3.4% | -17.3% | -19.9% |
| 3M | -9.6% | +0.4% | -10.0% | -9.8% |
| 6M | -19.9% | +12.7% | -32.6% | -22.3% |
| YTD | -21.2% | +5.6% | -26.8% | -22.6% |
| 1Y | -28.4% | +16.0% | -44.4% | -31.4% |
| 3Y | -5.3% | +94.0% | -99.3% | -19.6% |
| All | -5.3% | +92.8% | -98.2% | -19.6% |
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 2023-09-11 to 2026-09-11: 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling