+736.3%
TT vs SIRI
-7.4%
+743.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +4.0% | -1.7% | +5.7% | +4.4% |
| 30D | -11.3% | +21.1% | -32.4% | -14.7% |
| 3M | -12.3% | +14.7% | -27.0% | -14.9% |
| 6M | -10.8% | +22.9% | -33.8% | -15.0% |
| YTD | +8.2% | +65.7% | -57.6% | -3.5% |
| 1Y | +1.5% | +53.5% | -52.0% | -8.1% |
| 3Y | +91.5% | -23.0% | +114.5% | +93.2% |
| 5Y | +130.2% | -41.5% | +171.7% | +139.7% |
| All | +736.3% | -7.4% | +743.7% | +639.1% |
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