-31.0%
TRMB vs SIRI
+59.9%
-90.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.4% | -25.8% | -17.9% |
| 7D | -15.7% | +22.3% | -38.0% | -18.4% |
| 30D | -7.8% | +26.9% | -34.7% | -11.4% |
| 3M | -9.3% | +9.6% | -18.9% | -10.1% |
| 6M | -20.8% | +27.2% | -48.0% | -23.5% |
| YTD | -30.8% | +72.4% | -103.2% | -38.1% |
| 1Y | -31.0% | +59.9% | -90.9% | -36.1% |
| All | -31.0% | +59.9% | -90.8% | -36.1% |
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 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