+129.9%
TLT vs SYK
+1,301.8%
-1,171.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -11.8% | +11.5% | -1.5% |
| 30D | 0.0% | -20.4% | +20.3% | -2.2% |
| 3M | -2.9% | -12.1% | +9.2% | -3.9% |
| 6M | -6.3% | -24.3% | +18.1% | -8.6% |
| YTD | -3.3% | -21.2% | +17.9% | -5.4% |
| 1Y | -4.2% | -29.2% | +25.0% | -7.2% |
| 3Y | -1.7% | -2.1% | +0.4% | -0.8% |
| 5Y | -34.9% | +4.7% | -39.6% | -33.5% |
| 10Y | -19.8% | +178.2% | -198.0% | -2.2% |
| All | +129.9% | +1,301.8% | -1,171.9% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling