+172.6%
TTMI vs SIRI
+28.3%
+144.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.5% | +8.5% |
| 7D | +5.9% | +1.6% | +4.3% | +6.1% |
| 30D | -4.3% | -4.7% | +0.4% | -5.1% |
| 3M | -32.0% | +5.3% | -37.3% | -32.6% |
| 6M | +19.5% | +30.5% | -11.1% | +19.1% |
| YTD | +82.0% | +49.6% | +32.4% | +83.5% |
| 1Y | +172.6% | +28.5% | +144.1% | +181.0% |
| All | +172.6% | +28.3% | +144.3% | +181.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling