+13,840.9%
TSM vs SYK
+3,517.2%
+10,323.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +4.8% | -11.8% | +16.6% | +9.6% |
| 30D | +4.0% | -20.4% | +24.4% | +12.9% |
| 3M | +2.0% | -12.1% | +14.0% | +5.3% |
| 6M | +25.5% | -24.3% | +49.8% | +36.6% |
| YTD | +44.0% | -21.2% | +65.2% | +53.8% |
| 1Y | +75.4% | -29.2% | +104.6% | +94.7% |
| 3Y | +406.7% | -2.1% | +408.8% | +390.0% |
| 5Y | +285.0% | +4.7% | +280.2% | +258.4% |
| 10Y | +1,815.4% | +178.2% | +1,637.1% | +1,075.7% |
| All | +13,840.9% | +3,517.2% | +10,323.6% | +2,844.7% |
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 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