-7.2%
SYK vs TRI
-20.3%
+13.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -12.3% | -14.4% | +2.0% | -9.6% |
| 30D | -22.4% | -8.1% | -14.3% | -21.2% |
| 3M | -12.3% | +17.5% | -29.9% | -15.2% |
| 6M | -24.3% | -5.0% | -19.4% | -24.3% |
| YTD | -22.8% | -24.7% | +1.9% | -17.0% |
| 1Y | -28.8% | -41.5% | +12.7% | -17.3% |
| All | -7.2% | -20.3% | +13.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling