+139.2%
TT vs SIRI
-39.0%
+178.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | -2.6% | +6.1% | +3.7% |
| 30D | -11.0% | +22.2% | -33.3% | -12.8% |
| 3M | -12.0% | +14.1% | -26.1% | -13.2% |
| 6M | -10.4% | +22.5% | -32.9% | -12.5% |
| YTD | +9.9% | +67.9% | -58.0% | +3.6% |
| 1Y | +1.5% | +54.6% | -53.1% | -3.5% |
| 3Y | +93.7% | -21.3% | +115.0% | +93.2% |
| 5Y | +139.2% | -40.4% | +179.6% | +164.5% |
| All | +139.2% | -39.0% | +178.2% | +164.5% |
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