-11.3%
SIRI vs TMF
-86.4%
+75.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | -5.1% | +5.6% | +0.4% |
| 30D | +2.5% | -4.6% | +7.1% | +2.3% |
| 3M | +6.6% | -16.6% | +23.2% | +5.9% |
| 6M | +32.9% | -19.9% | +52.8% | +31.7% |
| YTD | +50.5% | -20.2% | +70.6% | +49.2% |
| 1Y | +28.0% | -27.7% | +55.7% | +26.4% |
| 3Y | -22.4% | -43.9% | +21.5% | -24.4% |
| 5Y | -41.3% | -88.4% | +47.1% | -51.4% |
| All | -11.3% | -86.4% | +75.1% | -18.2% |
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