-22.4%
SIRI vs TCOM
+8.0%
-30.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.6% | -4.9% | +5.5% | +1.2% |
| 30D | +2.5% | -14.4% | +16.9% | +4.5% |
| 3M | +6.6% | -17.7% | +24.3% | +9.0% |
| 6M | +32.9% | -25.1% | +58.0% | +37.4% |
| YTD | +50.5% | -45.7% | +96.2% | +61.9% |
| 1Y | +28.0% | -47.9% | +75.8% | +38.4% |
| 3Y | -22.4% | +8.9% | -31.4% | -30.0% |
| All | -22.4% | +8.0% | -30.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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