+69.5%
SIRI vs TCOM
+2,569.4%
-2,499.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -3.9% | -10.2% | +6.3% | -1.9% |
| 30D | -0.8% | -16.8% | +16.0% | +2.8% |
| 3M | +4.3% | -16.7% | +21.0% | +7.7% |
| 6M | +34.1% | -27.1% | +61.1% | +41.9% |
| YTD | +47.3% | -45.5% | +92.8% | +63.9% |
| 1Y | +22.9% | -45.9% | +68.8% | +36.7% |
| 3Y | -24.6% | +9.8% | -34.3% | -29.5% |
| 5Y | -43.2% | +23.8% | -67.0% | -51.9% |
| 10Y | -12.3% | -10.8% | -1.5% | -25.5% |
| All | +69.5% | +2,569.4% | -2,499.9% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling