+22,814.2%
SYK vs TT
+16,069.8%
+6,744.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.7% |
| 7D | -12.9% | +1.6% | -14.5% | -13.3% |
| 30D | -18.5% | -7.3% | -11.2% | -16.6% |
| 3M | -8.1% | -2.6% | -5.5% | -7.9% |
| 6M | -23.8% | +5.9% | -29.7% | -25.9% |
| YTD | -20.9% | +15.4% | -36.3% | -25.5% |
| 1Y | -29.0% | +8.2% | -37.2% | -32.0% |
| 3Y | -1.7% | +122.7% | -124.3% | -26.3% |
| 5Y | +4.0% | +145.0% | -141.0% | -24.9% |
| 10Y | +168.8% | +893.7% | -725.0% | +27.5% |
| All | +22,814.2% | +16,069.8% | +6,744.4% | +4,111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling