-97.2%
TSLQ vs SIRI
-45.6%
-51.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -0.8% |
| 7D | -6.6% | +0.6% | -7.1% | -6.5% |
| 30D | -24.3% | +2.5% | -26.8% | -23.7% |
| 3M | -3.6% | +6.6% | -10.2% | -1.6% |
| 6M | -12.0% | +32.9% | -44.8% | -4.3% |
| YTD | +1.4% | +50.5% | -49.1% | +13.8% |
| 1Y | -43.6% | +28.0% | -71.5% | -39.0% |
| 3Y | -95.4% | -22.4% | -73.0% | -94.8% |
| All | -97.2% | -45.6% | -51.5% | -97.2% |
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 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