+400.7%
TXN vs SYK
+173.6%
+227.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +2.0% | -12.3% | +14.3% | +8.1% |
| 30D | -8.0% | -22.4% | +14.5% | +3.2% |
| 3M | -7.8% | -12.3% | +4.6% | -4.5% |
| 6M | +32.4% | -24.3% | +56.7% | +47.1% |
| YTD | +51.7% | -22.8% | +74.5% | +66.6% |
| 1Y | +44.3% | -28.8% | +73.1% | +65.0% |
| 3Y | +71.3% | -4.0% | +75.3% | +65.1% |
| 5Y | +56.4% | +3.8% | +52.6% | +41.6% |
| All | +400.7% | +173.6% | +227.1% | +196.0% |
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 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