+330.4%
TSM vs SIRI
-22.7%
+353.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.2% |
| 3M | -7.1% | +14.7% | -21.9% | -9.4% |
| 6M | +0.2% | +22.9% | -22.7% | -4.0% |
| YTD | +32.2% | +65.7% | -33.5% | +19.2% |
| 1Y | +42.8% | +53.5% | -10.7% | +30.6% |
| 3Y | +330.4% | -23.0% | +353.4% | +331.8% |
| All | +330.4% | -22.7% | +353.1% | +331.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling