+420.5%
TSN vs SIRI
-17.9%
+438.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.7% |
| 7D | -5.0% | +4.3% | -9.3% | -5.2% |
| 30D | -9.1% | -2.8% | -6.2% | -9.0% |
| 3M | -7.4% | +5.9% | -13.3% | -7.7% |
| 6M | -13.4% | +31.9% | -45.3% | -14.5% |
| YTD | -8.5% | +48.7% | -57.1% | -10.2% |
| 1Y | -3.2% | +23.2% | -26.4% | -4.3% |
| 3Y | +11.5% | -23.9% | +35.4% | +11.4% |
| 5Y | -19.5% | -43.4% | +23.9% | -19.1% |
| 10Y | -9.1% | -13.6% | +4.5% | -10.3% |
| All | +420.5% | -17.9% | +438.4% | +362.9% |
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