+96.0%
TFC vs SIRI
-22.7%
+118.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | +10.8% | +21.1% | -10.3% | +6.2% |
| 3M | -3.8% | +14.7% | -18.5% | -6.7% |
| 6M | +9.6% | +22.9% | -13.4% | +4.4% |
| YTD | +5.8% | +65.7% | -60.0% | -6.1% |
| 1Y | +16.2% | +53.5% | -37.3% | +4.8% |
| 3Y | +96.0% | -23.0% | +119.0% | +106.1% |
| All | +96.0% | -22.7% | +118.6% | +106.1% |
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