-16.7%
TRI vs SIRI
+59.9%
-76.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.4% | -2.0% | +4.7% |
| 7D | +1.0% | +22.3% | -21.3% | -2.9% |
| 30D | +20.8% | +26.9% | -6.2% | +15.4% |
| 3M | +8.1% | +9.6% | -1.5% | +6.1% |
| 6M | +24.2% | +27.2% | -3.0% | +21.7% |
| YTD | -7.8% | +72.4% | -80.2% | -12.4% |
| 1Y | -16.7% | +59.9% | -76.6% | -19.0% |
| All | -16.7% | +59.9% | -76.5% | -19.0% |
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