+250.0%
SIMO vs TSLQ
-97.3%
+347.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +14.5% | -8.0% | +22.5% | +13.1% |
| 30D | +20.4% | -23.8% | +44.2% | +16.1% |
| 3M | +7.1% | -7.0% | +14.1% | +9.2% |
| 6M | +129.2% | -17.1% | +146.4% | +135.1% |
| YTD | +201.9% | +0.1% | +201.9% | +219.1% |
| 1Y | +235.5% | -51.2% | +286.7% | +231.7% |
| 3Y | +463.8% | -95.9% | +559.8% | +391.2% |
| All | +250.0% | -97.3% | +347.2% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling