-49.1%
TSLL vs SYK
+49.1%
-98.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | +17.8% | -5.0% | +22.8% | +20.7% |
| 30D | +8.2% | +9.9% | -1.7% | +1.3% |
| 3M | +20.9% | -8.9% | +29.8% | +25.6% |
| 6M | -37.5% | +3.1% | -40.6% | -43.6% |
| YTD | -44.5% | -11.1% | -33.4% | -44.0% |
| 1Y | -33.0% | -16.2% | -16.8% | -28.1% |
| 3Y | -6.4% | +13.2% | -19.5% | -22.6% |
| All | -49.1% | +49.1% | -98.2% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling