+275.6%
TSM vs SYK
+3.4%
+272.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | +2.6% | -12.3% | +15.0% | +6.9% |
| 30D | +1.4% | -22.4% | +23.9% | +10.0% |
| 3M | +5.0% | -12.3% | +17.3% | +7.3% |
| 6M | +24.0% | -24.3% | +48.3% | +34.7% |
| YTD | +41.6% | -22.8% | +64.3% | +51.9% |
| 1Y | +66.2% | -28.8% | +94.9% | +84.7% |
| 3Y | +398.2% | -4.0% | +402.2% | +369.1% |
| All | +275.6% | +3.4% | +272.2% | +226.5% |
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 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