+821.6%
SYK vs TMF
-68.9%
+890.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -12.9% | +1.0% | -13.9% | -12.8% |
| 30D | -18.5% | -1.8% | -16.6% | -18.6% |
| 3M | -8.1% | -8.2% | +0.2% | -8.8% |
| 6M | -23.8% | -19.5% | -4.3% | -25.2% |
| YTD | -20.9% | -16.0% | -5.0% | -22.1% |
| 1Y | -29.0% | -22.5% | -6.5% | -30.5% |
| 3Y | -1.7% | -42.3% | +40.6% | -5.5% |
| 5Y | +4.0% | -87.7% | +91.6% | -17.8% |
| 10Y | +168.8% | -86.5% | +255.3% | +128.6% |
| All | +821.6% | -68.9% | +890.5% | +917.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling