+1,124.0%
TTMI vs SIRI
-10.2%
+1,134.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -8.4% | +2.5% | -10.9% | -9.1% |
| 3M | -32.5% | +6.6% | -39.1% | -34.2% |
| 6M | +32.5% | +32.9% | -0.4% | +21.5% |
| YTD | +83.2% | +50.5% | +32.8% | +61.2% |
| 1Y | +161.7% | +28.0% | +133.7% | +139.6% |
| 3Y | +890.1% | -22.4% | +912.5% | +891.3% |
| 5Y | +832.4% | -41.3% | +873.7% | +855.2% |
| All | +1,124.0% | -10.2% | +1,134.2% | +1,207.8% |
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