+1,445.7%
TFC vs SIRI
-17.3%
+1,463.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | +2.4% | +1.6% | +0.8% | +2.3% |
| 30D | -1.3% | -4.7% | +3.4% | -1.0% |
| 3M | +6.1% | +5.3% | +0.8% | +5.6% |
| 6M | +7.3% | +30.5% | -23.2% | +5.3% |
| YTD | +8.2% | +49.6% | -41.4% | +5.1% |
| 1Y | +14.4% | +28.5% | -14.1% | +12.2% |
| 3Y | +93.7% | -27.5% | +121.2% | +95.1% |
| 5Y | +16.4% | -44.7% | +61.1% | +18.0% |
| 10Y | +101.6% | -12.6% | +114.2% | +99.7% |
| All | +1,445.7% | -17.3% | +1,463.0% | +1,255.9% |
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 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