-19.2%
TRI vs SIRI
-22.6%
+3.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -7.9% | +0.6% | -8.4% | -7.9% |
| 30D | -4.5% | +2.5% | -7.0% | -4.8% |
| 3M | +22.1% | +6.6% | +15.5% | +21.7% |
| 6M | -2.8% | +32.9% | -35.7% | -5.0% |
| YTD | -23.4% | +50.5% | -73.9% | -26.1% |
| 1Y | -41.5% | +28.0% | -69.5% | -42.8% |
| 3Y | -19.2% | -22.4% | +3.2% | -20.1% |
| All | -19.2% | -22.6% | +3.4% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling