+95.6%
TFC vs SIRI
-10.2%
+105.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -3.4% | +2.5% | -5.9% | -4.1% |
| 3M | +0.4% | +6.6% | -6.2% | -1.7% |
| 6M | +12.7% | +32.9% | -20.2% | +2.9% |
| YTD | +5.6% | +50.5% | -44.9% | -7.4% |
| 1Y | +16.0% | +28.0% | -11.9% | +6.3% |
| 3Y | +94.0% | -22.4% | +116.4% | +94.5% |
| 5Y | +16.2% | -41.3% | +57.4% | +16.4% |
| All | +95.6% | -10.2% | +105.8% | +58.8% |
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