+2,391.6%
SIMO vs TSN
+395.7%
+1,995.9%
-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 | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -25.4% | +11.8% | -37.2% | -28.3% |
| 3M | -17.8% | +7.1% | -24.8% | -20.0% |
| 6M | -29.6% | -9.2% | -20.4% | -28.6% |
| YTD | +100.3% | +4.8% | +95.5% | +92.0% |
| 1Y | +100.4% | +11.6% | +88.7% | +87.8% |
| 3Y | +246.1% | +41.5% | +204.5% | +190.9% |
| 5Y | +189.8% | -15.5% | +205.4% | +184.9% |
| 10Y | +434.6% | +16.9% | +417.7% | +330.7% |
| All | +2,391.6% | +395.7% | +1,995.9% | +720.0% |
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