+505.0%
TRI vs SIRI
-2.0%
+507.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -14.4% | -3.0% | -11.4% | -14.2% |
| 30D | -8.1% | +1.3% | -9.4% | -8.2% |
| 3M | +17.5% | +5.6% | +11.9% | +17.2% |
| 6M | -5.0% | +35.2% | -40.1% | -6.9% |
| YTD | -24.7% | +49.1% | -73.8% | -26.7% |
| 1Y | -41.5% | +26.8% | -68.3% | -42.5% |
| 3Y | -20.3% | -23.7% | +3.3% | -20.3% |
| 5Y | -10.9% | -41.8% | +30.9% | -10.4% |
| 10Y | +190.6% | -11.3% | +201.8% | +183.7% |
| All | +505.0% | -2.0% | +507.0% | +430.5% |
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