-20.1%
SIRI vs TXT
+784.5%
-804.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | -2.8% | -11.1% | +8.2% | +1.3% |
| 3M | +5.9% | -13.0% | +18.9% | +10.8% |
| 6M | +31.9% | -16.2% | +48.1% | +39.6% |
| YTD | +48.7% | -8.7% | +57.4% | +52.1% |
| 1Y | +23.2% | -3.8% | +27.0% | +23.5% |
| 3Y | -23.9% | +5.5% | -29.4% | -26.6% |
| 5Y | -43.4% | +12.3% | -55.7% | -47.8% |
| 10Y | -13.6% | +97.4% | -111.0% | -40.6% |
| All | -20.1% | +784.5% | -804.6% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling