-37.7%
TSLL vs SIRI
+33.0%
-70.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.6% | -9.2% | -10.4% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | +17.8% | -4.7% | +22.5% | +21.4% |
| 3M | -37.0% | +5.3% | -42.3% | -41.2% |
| 6M | -37.7% | +30.5% | -68.2% | -57.0% |
| All | -37.7% | +33.0% | -70.7% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling