-83.9%
TTD vs SYK
-4.6%
-79.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.4% |
| 7D | -7.4% | -12.3% | +4.9% | -2.8% |
| 30D | +3.0% | -22.4% | +25.5% | +13.2% |
| 3M | -27.6% | -12.3% | -15.2% | -24.5% |
| 6M | -49.5% | -24.3% | -25.2% | -44.1% |
| YTD | -63.2% | -22.8% | -40.4% | -60.1% |
| 1Y | -69.7% | -28.8% | -40.9% | -65.7% |
| All | -83.9% | -4.6% | -79.3% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling