+19.3%
TPR vs SIRI
+59.9%
-40.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -4.9% | +1.0% |
| 7D | +12.6% | +22.3% | -9.6% | +6.0% |
| 30D | +7.1% | +26.9% | -19.8% | -0.2% |
| 3M | -19.4% | +9.6% | -29.0% | -22.0% |
| 6M | -9.7% | +27.2% | -36.9% | -16.4% |
| YTD | -1.0% | +72.4% | -73.4% | -20.1% |
| 1Y | +19.3% | +59.9% | -40.6% | -1.3% |
| All | +19.3% | +59.9% | -40.6% | -1.3% |
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 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