+237.8%
TMUS vs SIRI
-7.4%
+245.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | +4.9% | -1.7% | +6.6% | +5.2% |
| 30D | +7.7% | +21.1% | -13.4% | +4.3% |
| 3M | -6.8% | +14.7% | -21.5% | -9.0% |
| 6M | -9.7% | +22.9% | -32.6% | -12.9% |
| YTD | -15.0% | +65.7% | -80.7% | -22.2% |
| 1Y | -19.1% | +53.5% | -72.6% | -25.1% |
| 3Y | +21.4% | -23.0% | +44.4% | +23.0% |
| 5Y | +51.2% | -41.5% | +92.7% | +57.5% |
| All | +237.8% | -7.4% | +245.2% | +196.1% |
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