-85.8%
SIRI vs TKO
+1,400.2%
-1,486.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.6% | +2.3% | -1.8% | 0.0% |
| 30D | +2.5% | -2.5% | +5.0% | +3.0% |
| 3M | +6.6% | -10.6% | +17.2% | +9.0% |
| 6M | +32.9% | -5.1% | +37.9% | +33.6% |
| YTD | +50.5% | -8.2% | +58.7% | +52.0% |
| 1Y | +28.0% | -4.4% | +32.4% | +27.9% |
| 3Y | -22.4% | +100.4% | -122.8% | -35.9% |
| 5Y | -41.3% | +294.3% | -335.6% | -59.2% |
| 10Y | -10.4% | +983.2% | -993.6% | -54.2% |
| All | -85.8% | +1,400.2% | -1,486.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling