-72.0%
TTD vs SYK
-4.2%
-67.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.6% |
| 7D | +3.7% | +11.7% | -8.0% | +1.0% |
| 30D | +10.4% | +19.1% | -8.6% | +6.3% |
| 3M | -31.6% | +1.4% | -33.0% | -33.0% |
| 6M | -45.1% | +17.4% | -62.6% | -46.0% |
| YTD | -65.1% | -2.5% | -62.6% | -68.0% |
| 1Y | -72.0% | -5.3% | -66.7% | -74.0% |
| All | -72.0% | -4.2% | -67.8% | -74.0% |
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