-24.0%
SIRI vs TMF
-42.1%
+18.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | -0.8% | -1.0% | +0.1% | -0.8% |
| 3M | +4.3% | -11.3% | +15.6% | +5.5% |
| 6M | +34.1% | -22.7% | +56.8% | +37.4% |
| YTD | +47.3% | -17.3% | +64.7% | +49.9% |
| 1Y | +22.9% | -22.5% | +45.4% | +25.7% |
| All | -24.0% | -42.1% | +18.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling