-11.3%
SIRI vs TXT
+107.7%
-119.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.1% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | +2.5% | -8.9% | +11.3% | +5.9% |
| 3M | +6.6% | -13.6% | +20.2% | +11.8% |
| 6M | +32.9% | -13.1% | +46.0% | +38.7% |
| YTD | +50.5% | -7.0% | +57.5% | +52.8% |
| 1Y | +28.0% | -1.4% | +29.4% | +27.0% |
| 3Y | -22.4% | +7.0% | -29.4% | -25.7% |
| 5Y | -41.3% | +15.4% | -56.7% | -46.3% |
| All | -11.3% | +107.7% | -119.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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