+7.2%
SYK vs TXG
-62.8%
+70.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.3% | +1.7% |
| 7D | -9.1% | +9.5% | -18.6% | -10.0% |
| 30D | -20.6% | +18.8% | -39.4% | -22.2% |
| 3M | -9.6% | +136.1% | -145.7% | -18.3% |
| 6M | -19.9% | +235.2% | -255.1% | -30.9% |
| YTD | -21.2% | +320.5% | -341.7% | -34.1% |
| 1Y | -28.4% | +425.2% | -453.6% | -42.3% |
| 3Y | -5.3% | +42.9% | -48.2% | -14.1% |
| All | +7.2% | -62.8% | +70.0% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling