-41.8%
SIRI vs TXT
+10.7%
-52.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | +1.3% | -10.2% | +11.5% | +5.8% |
| 3M | +5.6% | -13.3% | +18.9% | +11.3% |
| 6M | +35.2% | -14.4% | +49.5% | +42.7% |
| YTD | +49.1% | -9.1% | +58.2% | +52.7% |
| 1Y | +26.8% | -2.2% | +28.9% | +25.4% |
| 3Y | -23.7% | +5.1% | -28.7% | -27.5% |
| 5Y | -41.8% | +12.8% | -54.6% | -48.2% |
| All | -41.8% | +10.7% | -52.5% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling