-52.0%
TSLL vs SYK
+32.2%
-84.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +5.1% | -11.8% | +16.9% | +12.5% |
| 30D | +20.0% | -20.4% | +40.3% | +36.6% |
| 3M | -23.8% | -12.1% | -11.7% | -21.9% |
| 6M | -30.3% | -24.3% | -6.0% | -19.2% |
| YTD | -47.7% | -21.2% | -26.4% | -42.5% |
| 1Y | -21.2% | -29.2% | +8.0% | -4.6% |
| 3Y | -26.9% | -2.1% | -24.8% | -32.5% |
| All | -52.0% | +32.2% | -84.2% | -68.8% |
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 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