+1,643.1%
TSM vs SIRI
-7.4%
+1,650.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +6.2% | -1.7% | +7.9% | +6.5% |
| 30D | -7.3% | +21.1% | -28.4% | -10.8% |
| 3M | -7.1% | +14.7% | -21.9% | -9.9% |
| 6M | +0.2% | +22.9% | -22.7% | -4.4% |
| YTD | +32.2% | +65.7% | -33.5% | +18.2% |
| 1Y | +42.8% | +53.5% | -10.7% | +29.6% |
| 3Y | +330.4% | -23.0% | +353.4% | +331.0% |
| 5Y | +263.9% | -41.5% | +305.4% | +273.5% |
| All | +1,643.1% | -7.4% | +1,650.5% | +1,440.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling