+7.2%
SYK vs TRV
+162.8%
-155.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.4% |
| 7D | -9.1% | +1.9% | -11.0% | -9.6% |
| 30D | -20.6% | +1.7% | -22.3% | -21.1% |
| 3M | -9.6% | +23.9% | -33.5% | -15.6% |
| 6M | -19.9% | +26.3% | -46.2% | -25.7% |
| YTD | -21.2% | +30.8% | -52.0% | -27.7% |
| 1Y | -28.4% | +36.3% | -64.7% | -35.2% |
| 3Y | -5.3% | +145.0% | -150.3% | -29.6% |
| All | +7.2% | +162.8% | -155.7% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling