-7.2%
SYK vs TRV
+141.6%
-148.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -12.3% | -1.5% | -10.9% | -12.0% |
| 30D | -22.4% | -1.8% | -20.6% | -22.1% |
| 3M | -12.3% | +21.6% | -33.9% | -17.0% |
| 6M | -24.3% | +22.5% | -46.8% | -28.5% |
| YTD | -22.8% | +28.1% | -50.9% | -27.8% |
| 1Y | -28.8% | +37.0% | -65.8% | -34.6% |
| All | -7.2% | +141.6% | -148.8% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling