+167.6%
SYK vs TXT
+103.1%
+64.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -12.3% | -0.2% | -12.1% | -12.3% |
| 30D | -22.4% | -10.2% | -12.2% | -19.2% |
| 3M | -12.3% | -13.3% | +0.9% | -7.9% |
| 6M | -24.3% | -14.4% | -10.0% | -20.3% |
| YTD | -22.8% | -9.1% | -13.7% | -20.9% |
| 1Y | -28.8% | -2.2% | -26.6% | -29.3% |
| 3Y | -4.0% | +5.1% | -9.0% | -9.9% |
| 5Y | +3.8% | +12.8% | -9.0% | -7.1% |
| All | +167.6% | +103.1% | +64.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling