+117.0%
TT vs SIRI
-24.2%
+141.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.4% | -3.9% | +5.3% | +1.8% |
| 30D | -6.7% | -0.8% | -5.8% | -6.6% |
| 3M | -5.4% | +4.3% | -9.7% | -6.0% |
| 6M | +4.4% | +34.1% | -29.7% | +0.7% |
| YTD | +14.9% | +47.3% | -32.4% | +9.4% |
| 1Y | +9.3% | +22.9% | -13.7% | +6.0% |
| All | +117.0% | -24.2% | +141.2% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling