+5.0%
SYK vs TFC
+15.1%
-10.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -12.3% | -2.5% | -9.9% | -11.7% |
| 30D | -22.4% | -2.8% | -19.6% | -21.8% |
| 3M | -12.3% | +2.1% | -14.5% | -12.9% |
| 6M | -24.3% | +10.1% | -34.4% | -26.4% |
| YTD | -22.8% | +5.4% | -28.2% | -24.2% |
| 1Y | -28.8% | +16.3% | -45.1% | -32.0% |
| 3Y | -4.0% | +95.9% | -99.8% | -22.0% |
| All | +5.0% | +15.1% | -10.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling