+3,365.1%
SIMO vs TSN
+325.7%
+3,039.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.9% |
| 7D | +4.2% | -6.3% | +10.5% | +6.3% |
| 30D | +4.1% | -10.8% | +14.9% | +7.9% |
| 3M | -12.9% | -8.8% | -4.1% | -11.2% |
| 6M | +110.3% | -16.8% | +127.2% | +118.9% |
| YTD | +178.6% | -10.0% | +188.6% | +181.5% |
| 1Y | +220.0% | -5.3% | +225.2% | +216.8% |
| 3Y | +409.0% | +8.5% | +400.5% | +368.7% |
| 5Y | +277.3% | -22.9% | +300.2% | +281.8% |
| 10Y | +506.6% | -12.6% | +519.3% | +441.9% |
| All | +3,365.1% | +325.7% | +3,039.4% | +1,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling