-22.4%
SIRI vs TXG
+43.8%
-66.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | +0.6% | +9.5% | -8.9% | -0.9% |
| 30D | +2.5% | +18.8% | -16.3% | -0.4% |
| 3M | +6.6% | +136.1% | -129.5% | -8.7% |
| 6M | +32.9% | +235.2% | -202.4% | +5.5% |
| YTD | +50.5% | +320.5% | -270.1% | +13.3% |
| 1Y | +28.0% | +425.2% | -397.2% | -9.7% |
| 3Y | -22.4% | +42.9% | -65.3% | -30.5% |
| All | -22.4% | +43.8% | -66.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling