-6.8%
TSN vs SIRI
-10.2%
+3.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +3.0% | +0.6% | +2.5% | +2.9% |
| 30D | -4.2% | +2.5% | -6.7% | -4.6% |
| 3M | -3.9% | +6.6% | -10.5% | -4.8% |
| 6M | -9.8% | +32.9% | -42.7% | -13.8% |
| YTD | -7.3% | +50.5% | -57.7% | -13.2% |
| 1Y | -2.2% | +28.0% | -30.2% | -6.4% |
| 3Y | +11.9% | -22.4% | +34.3% | +11.8% |
| 5Y | -16.9% | -41.3% | +24.3% | -16.4% |
| All | -6.8% | -10.2% | +3.4% | -18.3% |
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