-43.6%
TSLQ vs SIRI
+28.0%
-71.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -0.9% |
| 7D | -6.6% | +0.6% | -7.1% | -6.5% |
| 30D | -24.3% | +2.5% | -26.8% | -24.0% |
| 3M | -3.6% | +6.6% | -10.2% | -1.6% |
| 6M | -12.0% | +32.9% | -44.8% | -9.5% |
| YTD | +1.4% | +50.5% | -49.1% | +2.8% |
| 1Y | -43.6% | +28.0% | -71.5% | -35.2% |
| All | -43.6% | +28.0% | -71.6% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling