-10.1%
SIRI vs TMF
-82.1%
+72.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -1.7% | -9.3% | +7.6% | -2.0% |
| 30D | +21.1% | +1.9% | +19.2% | +21.2% |
| 3M | +14.7% | -11.2% | +26.0% | +14.3% |
| 6M | +22.9% | -17.7% | +40.6% | +22.1% |
| YTD | +65.7% | -24.5% | +90.2% | +64.0% |
| 1Y | +53.5% | -29.4% | +82.9% | +51.4% |
| 3Y | -23.0% | -33.4% | +10.4% | -23.7% |
| 5Y | -41.5% | -88.7% | +47.2% | -51.8% |
| All | -10.1% | -82.1% | +72.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling