-26.7%
TSLL vs SYK
-1.3%
-25.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -8.8% | +16.7% | +11.9% |
| 7D | +5.8% | -12.9% | +18.7% | +12.4% |
| 30D | +21.7% | -18.5% | +40.2% | +33.6% |
| 3M | -28.2% | -8.1% | -20.1% | -29.9% |
| 6M | -29.5% | -23.8% | -5.7% | -18.6% |
| YTD | -47.5% | -20.9% | -26.6% | -42.8% |
| 1Y | -20.8% | -29.0% | +8.2% | -3.1% |
| 3Y | -26.7% | -1.7% | -25.0% | -29.5% |
| All | -26.7% | -1.3% | -25.4% | -29.5% |
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