-51.7%
TSLL vs SYK
+56.1%
-107.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -11.0% | +4.4% | -15.4% | -13.4% |
| 30D | -5.3% | +16.9% | -22.2% | -14.1% |
| 3M | +20.8% | -5.9% | +26.7% | +23.8% |
| 6M | -36.0% | +14.3% | -50.3% | -46.5% |
| YTD | -47.3% | -6.9% | -40.3% | -47.9% |
| 1Y | -48.4% | -7.6% | -40.8% | -49.0% |
| 3Y | -5.4% | +22.1% | -27.5% | -25.6% |
| All | -51.7% | +56.1% | -107.8% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling