+3,802.2%
TMO vs SIRI
-16.9%
+3,819.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | +1.1% | +2.5% | -1.4% | +1.0% |
| 3M | +28.3% | +6.6% | +21.7% | +27.8% |
| 6M | +23.3% | +32.9% | -9.6% | +21.0% |
| YTD | +5.5% | +50.5% | -45.0% | +2.7% |
| 1Y | +24.5% | +28.0% | -3.4% | +22.4% |
| 3Y | +19.6% | -22.4% | +42.0% | +19.6% |
| 5Y | +8.1% | -41.3% | +49.4% | +8.9% |
| 10Y | +336.7% | -10.4% | +347.2% | +328.0% |
| All | +3,802.2% | -16.9% | +3,819.1% | +3,178.8% |
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