-40.7%
SIRI vs TMF
-88.2%
+47.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.6% | -3.4% | +0.7% | -2.4% |
| 30D | +22.2% | +11.5% | +10.7% | +21.5% |
| 3M | +14.1% | -4.5% | +18.6% | +14.3% |
| 6M | +22.5% | -15.0% | +37.5% | +23.5% |
| YTD | +67.9% | -19.9% | +87.7% | +69.7% |
| 1Y | +54.6% | -26.6% | +81.2% | +56.9% |
| 3Y | -21.3% | -29.8% | +8.5% | -21.0% |
| All | -40.7% | -88.2% | +47.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling