-19.7%
TSCO vs SIRI
-22.6%
+2.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | -5.7% | +0.6% | -6.2% | -5.7% |
| 30D | -8.8% | +2.5% | -11.3% | -9.1% |
| 3M | +6.3% | +6.6% | -0.3% | +5.4% |
| 6M | -32.3% | +32.9% | -65.1% | -34.7% |
| YTD | -32.7% | +50.5% | -83.2% | -36.2% |
| 1Y | -43.7% | +28.0% | -71.6% | -45.6% |
| 3Y | -19.7% | -22.4% | +2.7% | -17.9% |
| All | -19.7% | -22.6% | +2.9% | -17.9% |
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