-42.7%
SIRI vs TMF
-87.8%
+45.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.3% | +1.0% | +3.3% | +4.2% |
| 30D | -2.8% | -1.8% | -1.0% | -2.8% |
| 3M | +5.9% | -8.2% | +14.2% | +6.3% |
| 6M | +31.9% | -19.5% | +51.4% | +33.2% |
| YTD | +48.7% | -16.0% | +64.6% | +49.8% |
| 1Y | +23.2% | -22.5% | +45.7% | +24.5% |
| 3Y | -23.9% | -42.3% | +18.4% | -23.7% |
| All | -42.7% | -87.8% | +45.1% | -45.0% |
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