-39.5%
TRMB vs SIRI
-42.5%
+3.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -5.4% | -3.0% | -2.4% | -4.9% |
| 30D | -2.0% | +1.3% | -3.3% | -2.3% |
| 3M | +12.3% | +5.6% | +6.7% | +11.2% |
| 6M | -17.6% | +35.2% | -52.8% | -22.0% |
| YTD | -27.5% | +49.1% | -76.5% | -32.7% |
| 1Y | -29.1% | +26.8% | -55.9% | -32.4% |
| 3Y | +11.5% | -23.7% | +35.2% | +11.2% |
| 5Y | -39.5% | -41.8% | +2.4% | -34.7% |
| All | -39.5% | -42.5% | +3.0% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling