+437.3%
TTMI vs SIRI
-93.3%
+530.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +7.5% | -3.9% | +11.4% | +8.0% |
| 30D | -4.5% | -0.8% | -3.6% | -4.4% |
| 3M | -28.5% | +4.3% | -32.8% | -29.3% |
| 6M | +28.4% | +34.1% | -5.7% | +22.6% |
| YTD | +80.1% | +47.3% | +32.8% | +69.1% |
| 1Y | +161.0% | +22.9% | +138.1% | +150.8% |
| 3Y | +862.4% | -24.6% | +887.0% | +865.9% |
| 5Y | +812.9% | -43.2% | +856.1% | +832.3% |
| 10Y | +1,094.7% | -12.3% | +1,107.0% | +1,051.3% |
| All | +437.3% | -93.3% | +530.6% | +776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling