-17.8%
TSN vs SIRI
-42.5%
+24.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +1.4% | -3.0% | +4.3% | +1.6% |
| 30D | -6.2% | +1.3% | -7.5% | -6.3% |
| 3M | -5.7% | +5.6% | -11.3% | -6.0% |
| 6M | -11.4% | +35.2% | -46.5% | -13.3% |
| YTD | -8.2% | +49.1% | -57.2% | -10.8% |
| 1Y | -2.0% | +26.8% | -28.8% | -3.9% |
| 3Y | +11.9% | -23.7% | +35.5% | +12.2% |
| 5Y | -17.8% | -41.8% | +24.1% | -18.0% |
| All | -17.8% | -42.5% | +24.7% | -18.0% |
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