+2,212.7%
TRMB vs SIRI
-17.9%
+2,230.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | +4.3% | -4.5% | -0.7% |
| 30D | -1.2% | -2.8% | +1.6% | -1.0% |
| 3M | +9.6% | +5.9% | +3.7% | +9.0% |
| 6M | -16.1% | +31.9% | -48.1% | -18.4% |
| YTD | -25.0% | +48.7% | -73.6% | -27.9% |
| 1Y | -27.7% | +23.2% | -50.9% | -29.4% |
| 3Y | +15.3% | -23.9% | +39.2% | +15.8% |
| 5Y | -37.4% | -43.4% | +6.0% | -36.3% |
| 10Y | +117.5% | -13.6% | +131.1% | +113.3% |
| All | +2,212.7% | -17.9% | +2,230.5% | +1,642.0% |
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 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