-20.7%
TLT vs SIRI
-10.2%
-10.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -1.1% | +2.5% | -3.6% | -1.1% |
| 3M | -4.9% | +6.6% | -11.5% | -4.7% |
| 6M | -5.0% | +32.9% | -37.9% | -4.4% |
| YTD | -4.4% | +50.5% | -54.8% | -3.5% |
| 1Y | -6.4% | +28.0% | -34.3% | -5.8% |
| 3Y | -2.0% | -22.4% | +20.4% | -2.2% |
| 5Y | -35.0% | -41.3% | +6.3% | -35.5% |
| All | -20.7% | -10.2% | -10.5% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling