+202.4%
SIMO vs TLN
+733.8%
-531.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.0% |
| 7D | +14.9% | +22.3% | -7.4% | +6.9% |
| 30D | -27.0% | +1.2% | -28.2% | -26.8% |
| 3M | -25.4% | +5.9% | -31.3% | -26.4% |
| 6M | -30.3% | +3.2% | -33.5% | -30.5% |
| YTD | +95.8% | +3.2% | +92.6% | +91.5% |
| 1Y | +100.0% | +5.2% | +94.8% | +94.2% |
| 3Y | +238.3% | +606.3% | -368.0% | +116.8% |
| All | +202.4% | +733.8% | -531.4% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling