+185.4%
SIMO vs TLN
+710.8%
-525.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.6% |
| 7D | +4.1% | +11.0% | -6.9% | +0.4% |
| 30D | -24.0% | +4.9% | -28.9% | -24.7% |
| 3M | -31.8% | +4.9% | -36.7% | -32.3% |
| 6M | -36.9% | +7.1% | -44.0% | -37.3% |
| YTD | +84.8% | +0.3% | +84.5% | +82.7% |
| 1Y | +99.0% | +5.9% | +93.1% | +93.2% |
| 3Y | +217.9% | +578.5% | -360.5% | +106.4% |
| All | +185.4% | +710.8% | -525.4% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling