+167.6%
SYK vs TGT
+207.2%
-39.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.7% |
| 7D | -12.3% | -5.0% | -7.3% | -11.4% |
| 30D | -22.4% | +3.0% | -25.5% | -23.0% |
| 3M | -12.3% | +22.6% | -35.0% | -16.0% |
| 6M | -24.3% | +31.2% | -55.5% | -28.6% |
| YTD | -22.8% | +63.7% | -86.5% | -30.5% |
| 1Y | -28.8% | +78.5% | -107.3% | -37.2% |
| 3Y | -4.0% | +40.5% | -44.5% | -14.1% |
| 5Y | +3.8% | -25.6% | +29.4% | +4.6% |
| All | +167.6% | +207.2% | -39.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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