-22.3%
SYK vs TTMI
+171.3%
-193.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.1% |
| 7D | -8.3% | +5.9% | -14.2% | -8.0% |
| 30D | -10.1% | -4.3% | -5.8% | -10.2% |
| 3M | +0.9% | -32.0% | +33.0% | 0.0% |
| 6M | -20.2% | +19.5% | -39.7% | -21.3% |
| YTD | -13.3% | +82.0% | -95.3% | -12.3% |
| 1Y | -22.3% | +172.6% | -195.0% | -18.9% |
| All | -22.3% | +171.3% | -193.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling