+5.0%
SYK vs TTMI
+800.2%
-795.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.8% |
| 7D | -12.3% | +6.0% | -18.4% | -12.8% |
| 30D | -22.4% | -6.4% | -16.0% | -22.2% |
| 3M | -12.3% | -28.9% | +16.6% | -10.8% |
| 6M | -24.3% | +26.9% | -51.2% | -29.1% |
| YTD | -22.8% | +77.3% | -100.1% | -31.6% |
| 1Y | -28.8% | +147.5% | -176.3% | -41.3% |
| 3Y | -4.0% | +847.6% | -851.6% | -42.7% |
| All | +5.0% | +800.2% | -795.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling