+217.9%
SIMO vs TSN
+41.9%
+176.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.8% |
| 7D | +4.1% | -1.4% | +5.6% | +3.7% |
| 30D | -24.0% | +8.5% | -32.5% | -22.1% |
| 3M | -31.8% | +5.3% | -37.0% | -30.5% |
| 6M | -36.9% | -10.5% | -26.4% | -37.0% |
| YTD | +84.8% | +3.0% | +81.9% | +87.5% |
| 1Y | +99.0% | +12.1% | +86.9% | +102.3% |
| 3Y | +217.9% | +43.1% | +174.8% | +216.4% |
| All | +217.9% | +41.9% | +176.0% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling