+2,101.2%
SIMO vs TSN
+394.1%
+1,707.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -22.0% | +4.6% | -26.6% | -23.3% |
| 30D | -43.0% | +15.4% | -58.5% | -45.8% |
| 3M | -39.1% | +2.9% | -42.0% | -40.0% |
| 6M | -33.3% | -10.8% | -22.5% | -32.0% |
| YTD | +77.0% | +4.5% | +72.5% | +69.8% |
| 1Y | +73.0% | +19.5% | +53.5% | +58.4% |
| 3Y | +215.7% | +42.2% | +173.5% | +165.0% |
| 5Y | +155.6% | -14.2% | +169.8% | +149.9% |
| 10Y | +388.4% | +15.4% | +373.0% | +295.1% |
| All | +2,101.2% | +394.1% | +1,707.1% | +625.2% |
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