-40.8%
SIRI vs TW
+211.2%
-252.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -0.8% | -0.6% | -0.2% | -0.8% |
| 3M | +4.3% | +3.4% | +0.9% | +2.9% |
| 6M | +34.1% | -18.4% | +52.5% | +40.9% |
| YTD | +47.3% | -3.9% | +51.2% | +46.9% |
| 1Y | +22.9% | -13.3% | +36.2% | +26.2% |
| 3Y | -24.6% | +20.8% | -45.4% | -31.8% |
| 5Y | -43.2% | +20.3% | -63.5% | -49.5% |
| All | -40.8% | +211.2% | -252.1% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling