+364.1%
TTD vs SYK
+163.0%
+201.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +2.1% |
| 7D | -7.4% | -12.3% | +4.9% | +1.5% |
| 30D | +3.0% | -22.4% | +25.5% | +23.0% |
| 3M | -27.6% | -12.3% | -15.2% | -21.8% |
| 6M | -49.5% | -24.3% | -25.2% | -39.8% |
| YTD | -63.2% | -22.8% | -40.4% | -57.3% |
| 1Y | -69.7% | -28.8% | -40.9% | -62.8% |
| 3Y | -83.3% | -4.0% | -79.4% | -84.3% |
| 5Y | -80.8% | +3.8% | -84.7% | -82.9% |
| All | +364.1% | +163.0% | +201.2% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling