+100.5%
SIMO vs TSLQ
-17.8%
+118.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.4% | -16.0% | -7.8% |
| 7D | -16.9% | +9.8% | -26.7% | -14.5% |
| 30D | -35.4% | -6.0% | -29.3% | -35.5% |
| 3M | -31.9% | -35.0% | +3.1% | -37.6% |
| 6M | -19.3% | -24.9% | +5.6% | -17.2% |
| YTD | +98.5% | -12.7% | +111.1% | +108.6% |
| 1Y | +100.5% | -21.0% | +121.5% | +106.3% |
| All | +100.5% | -17.8% | +118.3% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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