+22,727.9%
SYK vs TFC
+2,518.2%
+20,209.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -11.8% | -1.3% | -10.5% | -11.4% |
| 30D | -20.4% | -2.3% | -18.0% | -19.8% |
| 3M | -12.1% | +2.5% | -14.5% | -12.7% |
| 6M | -24.3% | +9.5% | -33.8% | -26.4% |
| YTD | -21.2% | +5.1% | -26.3% | -22.6% |
| 1Y | -29.2% | +15.5% | -44.6% | -32.3% |
| 3Y | -2.1% | +95.2% | -97.2% | -20.6% |
| 5Y | +4.7% | +14.5% | -9.7% | -3.8% |
| 10Y | +178.2% | +97.2% | +81.1% | +112.8% |
| All | +22,727.9% | +2,518.2% | +20,209.8% | +11,132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling