+215.7%
SIMO vs TLN
+538.9%
-323.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +1.6% |
| 7D | -22.0% | -1.3% | -20.7% | -21.3% |
| 30D | -43.0% | -10.5% | -32.6% | -40.3% |
| 3M | -39.1% | +0.1% | -39.2% | -38.5% |
| 6M | -33.3% | -17.4% | -15.9% | -28.8% |
| YTD | +77.0% | -9.7% | +86.6% | +81.6% |
| 1Y | +73.0% | -12.3% | +85.3% | +78.5% |
| 3Y | +215.7% | +528.3% | -312.6% | +123.6% |
| All | +215.7% | +538.9% | -323.2% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling