-12.6%
TOST vs SIRI
+52.2%
-64.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -4.7% | -3.7% | -1.0% | -3.8% |
| 30D | +8.5% | +20.4% | -11.9% | +4.6% |
| 3M | -1.6% | +12.5% | -14.1% | -4.1% |
| 6M | +44.1% | +23.4% | +20.7% | +39.4% |
| YTD | -5.6% | +65.2% | -70.8% | -14.5% |
| 1Y | -12.6% | +52.4% | -64.9% | -16.8% |
| All | -12.6% | +52.2% | -64.8% | -16.8% |
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 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