-23.0%
TNA vs SIRI
-41.5%
+18.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.6% |
| 7D | -7.3% | +0.6% | -7.8% | -7.5% |
| 30D | -14.2% | +2.5% | -16.7% | -15.3% |
| 3M | -4.6% | +6.6% | -11.2% | -8.1% |
| 6M | +36.9% | +32.9% | +4.0% | +18.2% |
| YTD | +42.5% | +50.5% | -7.9% | +14.1% |
| 1Y | +45.8% | +28.0% | +17.8% | +26.4% |
| 3Y | +104.7% | -22.4% | +127.1% | +115.6% |
| All | -23.0% | -41.5% | +18.5% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling