+452.3%
SIMO vs TSLQ
-95.9%
+548.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.0% | +14.1% | +5.0% |
| 7D | +14.6% | -8.6% | +23.2% | +13.1% |
| 30D | +6.2% | -24.9% | +31.1% | +2.1% |
| 3M | +3.6% | -1.5% | +5.1% | +6.5% |
| 6M | +130.8% | -18.1% | +148.8% | +136.3% |
| YTD | +195.8% | -0.1% | +195.9% | +212.3% |
| 1Y | +225.0% | -51.4% | +276.4% | +221.6% |
| 3Y | +452.3% | -95.9% | +548.2% | +384.8% |
| All | +452.3% | -95.9% | +548.2% | +384.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling