-31.5%
TSLL vs SYK
-28.8%
-2.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -3.5% |
| 7D | -7.3% | -12.3% | +5.0% | -13.8% |
| 30D | +15.8% | -22.4% | +38.2% | +0.3% |
| 3M | -19.5% | -12.3% | -7.1% | -22.8% |
| 6M | -32.1% | -24.3% | -7.7% | -37.6% |
| YTD | -48.9% | -22.8% | -26.1% | -51.9% |
| All | -31.5% | -28.8% | -2.7% | -45.3% |
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