+14.0%
TFC vs SIRI
-41.5%
+55.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -3.4% | +2.5% | -5.9% | -3.8% |
| 3M | +0.4% | +6.6% | -6.2% | -0.8% |
| 6M | +12.7% | +32.9% | -20.2% | +6.7% |
| YTD | +5.6% | +50.5% | -44.9% | -2.4% |
| 1Y | +16.0% | +28.0% | -11.9% | +10.1% |
| 3Y | +94.0% | -22.4% | +116.4% | +93.1% |
| All | +14.0% | -41.5% | +55.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling