+59.7%
TEM vs SIRI
+26.7%
+33.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +3.2% | +4.3% | -1.0% | +1.5% |
| 30D | +23.5% | -2.8% | +26.3% | +24.6% |
| 3M | +32.3% | +5.9% | +26.4% | +28.5% |
| 6M | +23.0% | +31.9% | -8.9% | +9.5% |
| YTD | +8.9% | +48.7% | -39.8% | -8.5% |
| 1Y | -19.9% | +23.2% | -43.1% | -27.5% |
| All | +59.7% | +26.7% | +33.0% | +48.3% |
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