+858.0%
TTMI vs SIRI
-23.3%
+881.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +6.0% | -3.0% | +9.0% | +6.4% |
| 30D | -6.4% | +1.3% | -7.7% | -6.7% |
| 3M | -28.9% | +5.6% | -34.6% | -30.1% |
| 6M | +26.9% | +35.2% | -8.3% | +19.3% |
| YTD | +77.3% | +49.1% | +28.2% | +62.9% |
| 1Y | +147.5% | +26.8% | +120.7% | +134.1% |
| All | +858.0% | -23.3% | +881.3% | +889.0% |
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 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