-18.4%
TSCO vs SYK
-4.6%
-13.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.7% |
| 7D | -3.1% | -12.3% | +9.2% | +1.3% |
| 30D | -4.4% | -22.4% | +18.1% | +4.7% |
| 3M | +9.7% | -12.3% | +22.0% | +13.5% |
| 6M | -32.4% | -24.3% | -8.1% | -25.8% |
| YTD | -31.7% | -22.8% | -8.9% | -25.7% |
| 1Y | -41.3% | -28.8% | -12.5% | -34.2% |
| All | -18.4% | -4.6% | -13.8% | -18.1% |
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