-55.4%
TSLL vs SYK
+45.5%
-100.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -10.9% |
| 7D | +1.9% | -8.3% | +10.2% | +7.5% |
| 30D | +17.8% | -10.1% | +27.8% | +25.6% |
| 3M | -37.0% | +0.9% | -37.9% | -41.0% |
| 6M | -37.7% | -20.2% | -17.5% | -28.3% |
| YTD | -51.4% | -13.3% | -38.1% | -49.2% |
| 1Y | -23.4% | -22.3% | -1.0% | -11.3% |
| 3Y | -30.8% | +9.7% | -40.5% | -40.1% |
| All | -55.4% | +45.5% | -100.9% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling