+4,363.9%
TGT vs SIRI
-18.6%
+4,382.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -3.6% | -3.9% | +0.3% | -3.3% |
| 30D | +4.4% | -0.8% | +5.2% | +4.4% |
| 3M | +25.4% | +4.3% | +21.1% | +24.9% |
| 6M | +33.4% | +34.1% | -0.7% | +30.6% |
| YTD | +65.6% | +47.3% | +18.3% | +60.9% |
| 1Y | +80.3% | +22.9% | +57.4% | +77.2% |
| 3Y | +42.1% | -24.6% | +66.7% | +42.6% |
| 5Y | -25.0% | -43.2% | +18.2% | -24.0% |
| 10Y | +208.2% | -12.3% | +220.5% | +202.5% |
| All | +4,363.9% | -18.6% | +4,382.5% | +3,699.3% |
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