+167.6%
SYK vs TMF
-86.4%
+254.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -2.1% |
| 7D | -12.3% | -4.8% | -7.6% | -12.5% |
| 30D | -22.4% | -4.9% | -17.5% | -22.6% |
| 3M | -12.3% | -13.4% | +1.1% | -12.8% |
| 6M | -24.3% | -23.0% | -1.3% | -25.0% |
| YTD | -22.8% | -20.2% | -2.6% | -23.4% |
| 1Y | -28.8% | -26.5% | -2.3% | -29.6% |
| 3Y | -4.0% | -45.2% | +41.2% | -6.0% |
| 5Y | +3.8% | -88.4% | +92.3% | -14.5% |
| All | +167.6% | -86.4% | +254.0% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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