+361.1%
TTD vs SYK
+168.2%
+192.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -4.6% | -11.8% | +7.2% | +4.1% |
| 30D | +3.7% | -20.4% | +24.0% | +21.4% |
| 3M | -30.2% | -12.1% | -18.2% | -24.8% |
| 6M | -51.4% | -24.3% | -27.1% | -42.0% |
| YTD | -63.4% | -21.2% | -42.2% | -58.2% |
| 1Y | -73.5% | -29.2% | -44.3% | -67.2% |
| 3Y | -83.5% | -2.1% | -81.4% | -84.6% |
| 5Y | -80.9% | +4.7% | -85.7% | -83.2% |
| All | +361.1% | +168.2% | +192.9% | +126.7% |
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