+1,608.8%
SYK vs TTMI
+488.7%
+1,120.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.8% |
| 7D | -12.3% | +6.0% | -18.4% | -12.9% |
| 30D | -22.4% | -6.4% | -16.0% | -22.2% |
| 3M | -12.3% | -28.9% | +16.6% | -10.5% |
| 6M | -24.3% | +26.9% | -51.2% | -28.2% |
| YTD | -22.8% | +77.3% | -100.1% | -29.9% |
| 1Y | -28.8% | +147.5% | -176.3% | -38.3% |
| 3Y | -4.0% | +847.6% | -851.6% | -30.0% |
| 5Y | +3.8% | +802.2% | -798.4% | -24.7% |
| 10Y | +172.8% | +1,076.3% | -903.5% | +88.5% |
| All | +1,608.8% | +488.7% | +1,120.1% | +919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling