+13,957.4%
TSM vs SIRI
-82.2%
+14,039.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | +6.0% | +4.3% | +1.8% | +5.4% |
| 30D | +4.5% | -2.8% | +7.3% | +4.8% |
| 3M | +3.1% | +5.9% | -2.8% | +2.1% |
| 6M | +30.2% | +31.9% | -1.7% | +25.4% |
| YTD | +45.2% | +48.7% | -3.4% | +37.5% |
| 1Y | +79.6% | +23.2% | +56.3% | +73.8% |
| 3Y | +411.0% | -23.9% | +434.9% | +412.7% |
| 5Y | +290.7% | -43.4% | +334.1% | +296.4% |
| 10Y | +1,753.6% | -13.6% | +1,767.2% | +1,674.9% |
| All | +13,957.4% | -82.2% | +14,039.6% | +9,281.2% |
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