-29.8%
SYK vs TNA
+51.2%
-81.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.8% |
| 7D | -12.3% | -7.6% | -4.7% | -12.0% |
| 30D | -22.4% | -13.6% | -8.8% | -22.0% |
| 3M | -12.3% | +2.8% | -15.2% | -12.6% |
| 6M | -24.3% | +34.5% | -58.8% | -26.3% |
| YTD | -22.8% | +41.0% | -63.8% | -25.3% |
| All | -29.8% | +51.2% | -81.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling