-29.8%
SYK vs TTMI
+147.1%
-176.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -2.0% |
| 7D | -12.3% | +6.0% | -18.4% | -12.0% |
| 30D | -22.4% | -6.4% | -16.0% | -22.6% |
| 3M | -12.3% | -28.9% | +16.6% | -13.2% |
| 6M | -24.3% | +26.9% | -51.2% | -25.4% |
| YTD | -22.8% | +77.3% | -100.1% | -22.4% |
| All | -29.8% | +147.1% | -176.9% | -28.3% |
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