+220.0%
SIMO vs TSN
-5.8%
+225.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.4% |
| 7D | +4.2% | -6.3% | +10.5% | +1.5% |
| 30D | +4.1% | -10.8% | +14.9% | -1.5% |
| 3M | -12.9% | -8.8% | -4.1% | -15.5% |
| 6M | +110.3% | -16.8% | +127.2% | +98.4% |
| YTD | +178.6% | -10.0% | +188.6% | +167.9% |
| 1Y | +220.0% | -5.3% | +225.2% | +218.4% |
| All | +220.0% | -5.8% | +225.8% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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