+167.6%
SYK vs TFC
+98.5%
+69.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -12.3% | -2.5% | -9.9% | -11.5% |
| 30D | -22.4% | -2.8% | -19.6% | -21.6% |
| 3M | -12.3% | +2.1% | -14.5% | -13.2% |
| 6M | -24.3% | +10.1% | -34.4% | -27.2% |
| YTD | -22.8% | +5.4% | -28.2% | -24.7% |
| 1Y | -28.8% | +16.3% | -45.1% | -33.2% |
| 3Y | -4.0% | +95.9% | -99.8% | -28.5% |
| 5Y | +3.8% | +16.0% | -12.1% | -7.2% |
| All | +167.6% | +98.5% | +69.1% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling