+303.8%
TD vs SIRI
-10.2%
+314.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -1.9% | +2.5% | -4.4% | -2.4% |
| 3M | +4.8% | +6.6% | -1.9% | +3.2% |
| 6M | +28.0% | +32.9% | -4.9% | +20.7% |
| YTD | +30.3% | +50.5% | -20.2% | +19.7% |
| 1Y | +59.8% | +28.0% | +31.8% | +50.9% |
| 3Y | +124.7% | -22.4% | +147.1% | +125.0% |
| 5Y | +127.0% | -41.3% | +168.2% | +130.7% |
| All | +303.8% | -10.2% | +314.0% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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