+41.8%
TGT vs SIRI
-22.6%
+64.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -5.2% | +0.6% | -5.8% | -5.3% |
| 30D | +1.2% | +2.5% | -1.3% | +0.7% |
| 3M | +18.4% | +6.6% | +11.8% | +16.8% |
| 6M | +33.4% | +32.9% | +0.6% | +26.3% |
| YTD | +63.8% | +50.5% | +13.3% | +51.0% |
| 1Y | +77.2% | +28.0% | +49.2% | +68.0% |
| 3Y | +41.8% | -22.4% | +64.2% | +46.5% |
| All | +41.8% | -22.6% | +64.4% | +46.5% |
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