-46.7%
TOST vs SIRI
-41.9%
-4.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -0.9% | +4.3% | -5.2% | -1.9% |
| 30D | -3.5% | -2.8% | -0.6% | -3.0% |
| 3M | +38.1% | +5.9% | +32.2% | +36.3% |
| 6M | +9.9% | +31.9% | -22.0% | +2.8% |
| YTD | -6.3% | +48.7% | -54.9% | -15.0% |
| 1Y | -18.3% | +23.2% | -41.5% | -22.9% |
| 3Y | +59.7% | -23.9% | +83.6% | +60.9% |
| All | -46.7% | -41.9% | -4.8% | -34.8% |
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 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