+123.2%
TD vs SIRI
-23.3%
+146.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -2.6% | -3.0% | +0.4% | -2.3% |
| 30D | -1.0% | +1.3% | -2.3% | -1.1% |
| 3M | +5.6% | +5.6% | 0.0% | +4.9% |
| 6M | +27.1% | +35.2% | -8.1% | +23.3% |
| YTD | +29.4% | +49.1% | -19.7% | +24.3% |
| 1Y | +60.7% | +26.8% | +33.9% | +56.4% |
| All | +123.2% | -23.3% | +146.5% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling