+173.1%
SYK vs TRMB
+121.9%
+51.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.5% |
| 7D | -9.1% | -3.0% | -6.1% | -7.9% |
| 30D | -20.6% | +2.3% | -23.0% | -21.5% |
| 3M | -9.6% | +15.3% | -24.9% | -14.8% |
| 6M | -19.9% | -14.7% | -5.2% | -15.3% |
| YTD | -21.2% | -26.4% | +5.2% | -11.9% |
| 1Y | -28.4% | -30.4% | +2.0% | -18.5% |
| 3Y | -5.3% | +13.5% | -18.9% | -16.2% |
| 5Y | +6.0% | -38.6% | +44.6% | +21.2% |
| All | +173.1% | +121.9% | +51.2% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling