+167.6%
SYK vs TRV
+298.6%
-131.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -12.3% | -1.5% | -10.9% | -11.7% |
| 30D | -22.4% | -1.8% | -20.6% | -21.8% |
| 3M | -12.3% | +21.6% | -33.9% | -20.0% |
| 6M | -24.3% | +22.5% | -46.8% | -31.2% |
| YTD | -22.8% | +28.1% | -50.9% | -31.3% |
| 1Y | -28.8% | +37.0% | -65.8% | -38.6% |
| 3Y | -4.0% | +141.9% | -145.9% | -38.3% |
| 5Y | +3.8% | +158.5% | -154.7% | -37.1% |
| All | +167.6% | +298.6% | -131.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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