+5.0%
SYK vs TXT
+11.6%
-6.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -12.3% | -0.2% | -12.1% | -12.3% |
| 30D | -22.4% | -10.2% | -12.2% | -19.5% |
| 3M | -12.3% | -13.3% | +0.9% | -8.4% |
| 6M | -24.3% | -14.4% | -10.0% | -20.7% |
| YTD | -22.8% | -9.1% | -13.7% | -21.2% |
| 1Y | -28.8% | -2.2% | -26.6% | -29.5% |
| 3Y | -4.0% | +5.1% | -9.0% | -11.1% |
| All | +5.0% | +11.6% | -6.6% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling