-53.1%
TSLL vs SYK
+29.6%
-82.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.2% |
| 7D | -7.3% | -12.3% | +5.0% | -0.5% |
| 30D | +15.8% | -22.4% | +38.2% | +33.9% |
| 3M | -19.5% | -12.3% | -7.1% | -17.7% |
| 6M | -32.1% | -24.3% | -7.7% | -21.9% |
| YTD | -48.9% | -22.8% | -26.1% | -43.2% |
| 1Y | -23.4% | -28.8% | +5.4% | -8.9% |
| 3Y | -28.6% | -4.0% | -24.6% | -33.3% |
| All | -53.1% | +29.6% | -82.7% | -69.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling