+1,561.6%
SYK vs TPR
+7,101.5%
-5,539.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.1% | -8.0% |
| 7D | -12.9% | -3.4% | -9.5% | -12.2% |
| 30D | -18.5% | -27.3% | +8.8% | -12.9% |
| 3M | -8.1% | -16.2% | +8.2% | -4.9% |
| 6M | -23.8% | -17.9% | -5.9% | -21.2% |
| YTD | -20.9% | -7.1% | -13.8% | -20.6% |
| 1Y | -29.0% | +13.6% | -42.6% | -32.1% |
| 3Y | -1.7% | +293.7% | -295.4% | -30.9% |
| 5Y | +4.0% | +239.1% | -235.1% | -26.4% |
| 10Y | +168.8% | +311.2% | -142.4% | +63.9% |
| All | +1,561.6% | +7,101.5% | -5,539.9% | +570.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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