+621.7%
TSEM vs SIRI
-41.5%
+663.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.5% |
| 7D | -4.9% | +0.6% | -5.4% | -4.9% |
| 30D | -18.7% | +2.5% | -21.2% | -19.1% |
| 3M | -18.1% | +6.6% | -24.7% | -19.4% |
| 6M | +77.1% | +32.9% | +44.2% | +68.3% |
| YTD | +80.1% | +50.5% | +29.7% | +67.3% |
| 1Y | +220.4% | +28.0% | +192.4% | +204.6% |
| 3Y | +650.1% | -22.4% | +672.5% | +637.9% |
| All | +621.7% | -41.5% | +663.1% | +629.4% |
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