-48.1%
TOST vs SIRI
-42.4%
-5.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -4.7% | -3.9% | -0.8% | -3.8% |
| 30D | -9.1% | -0.8% | -8.2% | -9.0% |
| 3M | +29.8% | +4.3% | +25.5% | +28.5% |
| 6M | +10.0% | +34.1% | -24.0% | +2.6% |
| YTD | -8.6% | +47.3% | -55.9% | -17.0% |
| 1Y | -20.7% | +22.9% | -43.6% | -25.1% |
| 3Y | +55.7% | -24.6% | +80.3% | +57.2% |
| All | -48.1% | -42.4% | -5.7% | -36.3% |
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 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