+10.0%
TSEM vs SIRI
-10.4%
+20.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +10.4% | +4.3% | +6.2% | +10.0% |
| 30D | -12.9% | -2.8% | -10.1% | -12.7% |
| 3M | -9.2% | +5.9% | -15.1% | -9.9% |
| 6M | +98.8% | +31.9% | +66.8% | +92.9% |
| YTD | +87.2% | +48.7% | +38.6% | +79.3% |
| 1Y | +239.0% | +23.2% | +215.7% | +230.2% |
| 3Y | +679.5% | -23.9% | +703.4% | +683.3% |
| 5Y | +667.3% | -43.4% | +710.7% | +679.5% |
| 10Y | +1,301.0% | -13.6% | +1,314.6% | +1,269.7% |
| All | +10.0% | -10.4% | +20.5% | -4.9% |
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 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