+417.8%
SIMO vs TSN
+15.3%
+402.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | +14.9% | -1.4% | +16.3% | +15.1% |
| 30D | -27.0% | +10.2% | -37.2% | -28.1% |
| 3M | -25.4% | +7.2% | -32.6% | -26.2% |
| 6M | -30.3% | -10.6% | -19.7% | -29.4% |
| YTD | +95.8% | +3.7% | +92.1% | +92.1% |
| 1Y | +100.0% | +13.5% | +86.6% | +92.7% |
| 3Y | +238.3% | +40.1% | +198.2% | +205.7% |
| 5Y | +187.6% | -14.5% | +202.0% | +187.7% |
| All | +417.8% | +15.3% | +402.4% | +359.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling