+114.2%
SIMO vs TSLQ
-97.8%
+212.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -5.0% |
| 7D | +4.1% | -16.8% | +21.0% | +1.3% |
| 30D | -24.0% | -18.0% | -6.0% | -24.9% |
| 3M | -31.8% | -34.5% | +2.7% | -34.2% |
| 6M | -36.9% | -8.9% | -28.0% | -33.9% |
| YTD | +84.8% | -19.0% | +103.8% | +93.6% |
| 1Y | +99.0% | -38.2% | +137.2% | +102.0% |
| 3Y | +217.9% | -96.9% | +314.9% | +170.8% |
| All | +114.2% | -97.8% | +212.0% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling