+36.0%
TSM vs SYK
-4.2%
+40.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.4% | -11.6% | -0.6% |
| 7D | -10.0% | +11.7% | -21.7% | -8.0% |
| 30D | -18.5% | +19.1% | -37.6% | -15.6% |
| 3M | -4.9% | +1.4% | -6.3% | -4.4% |
| 6M | -1.0% | +17.4% | -18.4% | +0.8% |
| YTD | +31.3% | -2.5% | +33.8% | +36.0% |
| 1Y | +36.0% | -5.3% | +41.3% | +39.4% |
| All | +36.0% | -4.2% | +40.2% | +39.4% |
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 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