+637.8%
TSEM vs SIRI
-23.3%
+661.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.2% |
| 7D | +0.9% | -3.0% | +3.9% | +1.5% |
| 30D | -16.6% | +1.3% | -17.9% | -16.9% |
| 3M | -10.9% | +5.6% | -16.5% | -12.8% |
| 6M | +78.0% | +35.2% | +42.9% | +64.9% |
| YTD | +77.2% | +49.1% | +28.1% | +59.7% |
| 1Y | +207.6% | +26.8% | +180.8% | +186.9% |
| All | +637.8% | -23.3% | +661.1% | +638.1% |
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 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