+12,926.4%
TDG vs SIRI
-16.0%
+12,942.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -1.9% | +0.6% | -2.4% | -1.9% |
| 30D | -7.7% | +2.5% | -10.2% | -8.1% |
| 3M | -9.3% | +6.6% | -15.9% | -10.3% |
| 6M | -9.4% | +32.9% | -42.3% | -13.4% |
| YTD | -14.3% | +50.5% | -64.7% | -19.7% |
| 1Y | -11.8% | +28.0% | -39.8% | -15.6% |
| 3Y | +52.0% | -22.4% | +74.4% | +51.1% |
| 5Y | +128.8% | -41.3% | +170.1% | +131.7% |
| 10Y | +543.8% | -10.4% | +554.3% | +521.0% |
| All | +12,926.4% | -16.0% | +12,942.3% | +10,894.3% |
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