-30.5%
TSCO vs SYK
-6.5%
-23.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +8.8% | +7.5% | +1.3% | +6.0% |
| 30D | +13.4% | +20.4% | -7.1% | +6.8% |
| 3M | +10.3% | -0.3% | +10.6% | +10.0% |
| 6M | +13.7% | +14.2% | -0.4% | +5.5% |
| YTD | -25.4% | -3.8% | -21.5% | -25.2% |
| 1Y | -30.5% | -5.3% | -25.2% | -29.8% |
| All | -30.5% | -6.5% | -23.9% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling