+284.1%
TSM vs SIRI
-43.2%
+327.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +4.8% | -3.9% | +8.7% | +5.2% |
| 30D | +4.0% | -0.8% | +4.9% | +4.1% |
| 3M | +2.0% | +4.3% | -2.3% | +1.2% |
| 6M | +25.5% | +34.1% | -8.6% | +20.9% |
| YTD | +44.0% | +47.3% | -3.3% | +37.0% |
| 1Y | +75.4% | +22.9% | +52.5% | +70.1% |
| 3Y | +406.7% | -24.6% | +431.3% | +398.3% |
| All | +284.1% | -43.2% | +327.3% | +301.7% |
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 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