-7.2%
SYK vs TXG
+39.1%
-46.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -12.3% | +5.0% | -17.3% | -12.6% |
| 30D | -22.4% | +13.5% | -36.0% | -23.2% |
| 3M | -12.3% | +128.0% | -140.4% | -17.8% |
| 6M | -24.3% | +224.4% | -248.7% | -31.3% |
| YTD | -22.8% | +307.0% | -329.8% | -31.3% |
| 1Y | -28.8% | +427.2% | -456.0% | -38.5% |
| All | -7.2% | +39.1% | -46.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling