+82.0%
SIMO vs TLN
-8.6%
+90.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -16.0% | +1.1% | -17.1% | -16.3% |
| 30D | -35.8% | -4.6% | -31.2% | -34.0% |
| 3M | -26.5% | +5.2% | -31.7% | -27.4% |
| 6M | -33.0% | -6.5% | -26.5% | -31.8% |
| YTD | +84.3% | -3.6% | +88.0% | +84.5% |
| 1Y | +82.0% | -8.2% | +90.2% | +86.6% |
| All | +82.0% | -8.6% | +90.5% | +86.6% |
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