+2.1%
SYK vs TLN
+589.3%
-587.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | -11.8% | +5.8% | -17.6% | -12.0% |
| 30D | -20.4% | -6.9% | -13.5% | -20.2% |
| 3M | -12.1% | -10.9% | -1.2% | -11.9% |
| 6M | -24.3% | -4.6% | -19.7% | -24.7% |
| YTD | -21.2% | -14.7% | -6.5% | -21.3% |
| 1Y | -29.2% | -17.9% | -11.3% | -29.2% |
| 3Y | -2.1% | +483.9% | -485.9% | -18.9% |
| All | +2.1% | +589.3% | -587.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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