+807.1%
SIRI vs TMF
-68.9%
+876.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +1.6% | -1.4% | +3.0% | +1.4% |
| 30D | -4.7% | -2.8% | -1.9% | -5.0% |
| 3M | +5.3% | -10.9% | +16.2% | +4.0% |
| 6M | +30.5% | -21.3% | +51.8% | +27.3% |
| YTD | +49.6% | -15.9% | +65.5% | +47.0% |
| 1Y | +28.5% | -15.7% | +44.2% | +26.5% |
| 3Y | -27.5% | -43.4% | +15.9% | -31.1% |
| 5Y | -44.7% | -87.8% | +43.1% | -57.4% |
| 10Y | -12.6% | -86.7% | +74.1% | -26.1% |
| All | +807.1% | -68.9% | +876.0% | +1,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling