-2.1%
TLT vs SYK
-4.6%
+2.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -1.6% | -12.3% | +10.8% | -0.6% |
| 30D | -1.3% | -22.4% | +21.1% | +0.7% |
| 3M | -3.7% | -12.3% | +8.6% | -2.9% |
| 6M | -6.4% | -24.3% | +18.0% | -4.1% |
| YTD | -4.5% | -22.8% | +18.3% | -2.5% |
| 1Y | -5.9% | -28.8% | +22.9% | -3.1% |
| All | -2.1% | -4.6% | +2.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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