+2,275.0%
SYK vs TKO
+1,395.0%
+880.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -12.3% | +0.1% | -12.4% | -12.4% |
| 30D | -22.4% | -2.6% | -19.8% | -22.2% |
| 3M | -12.3% | -7.8% | -4.6% | -11.5% |
| 6M | -24.3% | -7.0% | -17.3% | -23.8% |
| YTD | -22.8% | -8.5% | -14.2% | -22.2% |
| 1Y | -28.8% | -1.3% | -27.5% | -29.1% |
| 3Y | -4.0% | +105.0% | -108.9% | -14.7% |
| 5Y | +3.8% | +292.9% | -289.1% | -16.4% |
| 10Y | +172.8% | +979.3% | -806.5% | +88.4% |
| All | +2,275.0% | +1,395.0% | +880.0% | +1,124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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