-19.9%
SYK vs TRGP
+25.4%
-45.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.0% |
| 7D | -9.1% | +0.1% | -9.2% | -9.1% |
| 30D | -20.6% | +8.0% | -28.7% | -20.5% |
| 3M | -9.6% | +8.3% | -17.9% | -9.9% |
| 6M | -19.9% | +23.9% | -43.8% | -18.7% |
| All | -19.9% | +25.4% | -45.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 6mo: compounded portfolio wealth divided by compounded TRGP 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…
6mo analysis · Full analysis span regression · 6 months rolling