-22.4%
SIRI vs TDY
+46.9%
-69.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | +2.5% | -12.0% | +14.5% | +7.3% |
| 3M | +6.6% | -3.2% | +9.8% | +7.4% |
| 6M | +32.9% | -7.9% | +40.7% | +36.2% |
| YTD | +50.5% | +18.2% | +32.2% | +36.5% |
| 1Y | +28.0% | +6.7% | +21.3% | +21.8% |
| 3Y | -22.4% | +47.5% | -70.0% | -38.8% |
| All | -22.4% | +46.9% | -69.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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