+265.7%
TSM vs SIRI
-41.4%
+307.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +6.2% | -1.7% | +7.9% | +6.4% |
| 30D | -7.3% | +21.1% | -28.4% | -9.2% |
| 3M | -7.1% | +14.7% | -21.9% | -8.6% |
| 6M | +0.2% | +22.9% | -22.7% | -2.4% |
| YTD | +32.2% | +65.7% | -33.5% | +24.1% |
| 1Y | +42.8% | +53.5% | -10.7% | +35.1% |
| 3Y | +330.4% | -23.0% | +353.4% | +319.4% |
| All | +265.7% | -41.4% | +307.1% | +288.7% |
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