+148.2%
TT vs SIRI
-44.1%
+192.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| YTD | +14.9% | +47.3% | -32.4% | +9.8% |
| 1Y | +9.3% | +22.9% | -13.7% | +6.2% |
| 3Y | +121.7% | -24.6% | +146.3% | +121.5% |
| 5Y | +148.2% | -43.2% | +191.3% | +166.7% |
| All | +148.2% | -44.1% | +192.3% | +166.7% |
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