-45.7%
TOST vs SIRI
-41.5%
-4.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | -2.4% | -4.7% | +2.3% | -1.5% |
| 3M | +34.6% | +5.3% | +29.3% | +33.0% |
| 6M | +15.2% | +30.5% | -15.3% | +8.0% |
| YTD | -4.4% | +49.6% | -54.0% | -13.5% |
| 1Y | -17.4% | +28.5% | -45.9% | -22.8% |
| 3Y | +54.5% | -27.5% | +81.9% | +57.4% |
| All | -45.7% | -41.5% | -4.2% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling