-97.2%
TSLQ vs SIRI
-46.8%
-50.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | -0.1% |
| 7D | -8.0% | -3.9% | -4.1% | -8.9% |
| 30D | -23.8% | -0.8% | -22.9% | -23.8% |
| 3M | -7.0% | +4.3% | -11.3% | -5.6% |
| 6M | -17.1% | +34.1% | -51.2% | -9.7% |
| YTD | +0.1% | +47.3% | -47.3% | +11.7% |
| 1Y | -51.2% | +22.9% | -74.1% | -47.8% |
| 3Y | -95.9% | -24.6% | -71.4% | -95.4% |
| All | -97.2% | -46.8% | -50.4% | -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 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