-39.6%
SIRI vs TW
+206.7%
-246.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +0.6% | -4.5% | +5.0% | +1.8% |
| 30D | +2.5% | -2.3% | +4.8% | +3.0% |
| 3M | +6.6% | +2.6% | +4.0% | +5.4% |
| 6M | +32.9% | -17.5% | +50.4% | +39.1% |
| YTD | +50.5% | -5.3% | +55.8% | +50.7% |
| 1Y | +28.0% | -14.8% | +42.7% | +32.0% |
| 3Y | -22.4% | +18.8% | -41.2% | -29.5% |
| 5Y | -41.3% | +20.7% | -62.0% | -48.0% |
| All | -39.6% | +206.7% | -246.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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