-44.4%
SIRI vs TXG
+27.0%
-71.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | +0.6% | +9.5% | -8.9% | -0.6% |
| 30D | +2.5% | +18.8% | -16.3% | +0.1% |
| 3M | +6.6% | +136.1% | -129.5% | -5.6% |
| 6M | +32.9% | +235.2% | -202.4% | +11.2% |
| YTD | +50.5% | +320.5% | -270.1% | +21.3% |
| 1Y | +28.0% | +425.2% | -397.2% | -1.2% |
| 3Y | -22.4% | +42.9% | -65.3% | -33.0% |
| 5Y | -41.3% | -62.8% | +21.5% | -44.5% |
| All | -44.4% | +27.0% | -71.4% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling