+100.5%
SIMO vs TLN
-17.6%
+118.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.5% | -1.1% | -5.4% |
| 7D | -16.9% | -6.0% | -10.8% | -14.0% |
| 30D | -35.4% | -1.5% | -33.8% | -33.9% |
| 3M | -31.9% | -3.9% | -28.0% | -29.5% |
| 6M | -19.3% | -15.0% | -4.3% | -13.7% |
| YTD | +98.5% | -12.8% | +111.3% | +108.4% |
| 1Y | +100.5% | -17.3% | +117.8% | +118.4% |
| All | +100.5% | -17.6% | +118.1% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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