-22.4%
SIRI vs TKO
+102.7%
-125.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.6% | +2.3% | -1.8% | +0.1% |
| 30D | +2.5% | -2.5% | +5.0% | +2.8% |
| 3M | +6.6% | -10.6% | +17.2% | +8.2% |
| 6M | +32.9% | -5.1% | +37.9% | +33.3% |
| YTD | +50.5% | -8.2% | +58.7% | +51.5% |
| 1Y | +28.0% | -4.4% | +32.4% | +27.6% |
| 3Y | -22.4% | +100.4% | -122.8% | -28.1% |
| All | -22.4% | +102.7% | -125.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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