+7.2%
SYK vs TT
+144.9%
-137.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.9% |
| 7D | -9.1% | -1.2% | -7.9% | -8.7% |
| 30D | -20.6% | -7.3% | -13.3% | -18.8% |
| 3M | -9.6% | -3.6% | -6.0% | -9.3% |
| 6M | -19.9% | +2.8% | -22.7% | -21.8% |
| YTD | -21.2% | +14.5% | -35.7% | -26.5% |
| 1Y | -28.4% | +7.4% | -35.8% | -31.9% |
| 3Y | -5.3% | +116.2% | -121.6% | -36.9% |
| All | +7.2% | +144.9% | -137.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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