-5.6%
TLT vs SIRI
+59.9%
-65.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.6% | +0.4% |
| 7D | +1.0% | +22.3% | -21.3% | -0.1% |
| 30D | +6.0% | +26.9% | -20.9% | +4.8% |
| 3M | -0.9% | +9.6% | -10.5% | -1.4% |
| 6M | -2.3% | +27.2% | -29.4% | -3.7% |
| YTD | -3.3% | +72.4% | -75.7% | -6.1% |
| 1Y | -5.6% | +59.9% | -65.5% | -8.3% |
| All | -5.6% | +59.9% | -65.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling