+7,766.4%
TD vs SIRI
-58.7%
+7,825.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -1.9% | -3.9% | +2.0% | -1.7% |
| 30D | -1.6% | -0.8% | -0.8% | -1.6% |
| 3M | +4.6% | +4.3% | +0.3% | +4.3% |
| 6M | +26.8% | +34.1% | -7.2% | +24.3% |
| YTD | +28.3% | +47.3% | -19.0% | +24.9% |
| 1Y | +60.4% | +22.9% | +37.5% | +57.8% |
| 3Y | +125.7% | -24.6% | +150.3% | +125.9% |
| 5Y | +122.4% | -43.2% | +165.5% | +124.3% |
| 10Y | +297.1% | -12.3% | +309.4% | +290.0% |
| All | +7,766.4% | -58.7% | +7,825.2% | +6,697.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling