-20.7%
TOST vs SIRI
+22.5%
-43.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -4.7% | -3.9% | -0.8% | -4.1% |
| 30D | -9.1% | -0.8% | -8.2% | -9.0% |
| 3M | +29.8% | +4.3% | +25.5% | +29.3% |
| 6M | +10.0% | +34.1% | -24.0% | +5.7% |
| YTD | -8.6% | +47.3% | -55.9% | -14.2% |
| 1Y | -20.7% | +22.9% | -43.6% | -21.0% |
| All | -20.7% | +22.5% | -43.2% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling