+388.8%
SIMO vs TYL
+183.6%
+205.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | +0.8% | +3.3% | +4.0% |
| 30D | -24.0% | +21.1% | -45.1% | -27.2% |
| 3M | -31.8% | +28.9% | -60.7% | -36.3% |
| 6M | -36.9% | +42.0% | -78.9% | -44.2% |
| YTD | +84.8% | -6.6% | +91.4% | +85.9% |
| 1Y | +99.0% | -9.1% | +108.1% | +101.7% |
| 3Y | +217.9% | +1.8% | +216.1% | +201.0% |
| 5Y | +171.5% | -22.9% | +194.4% | +182.5% |
| All | +388.8% | +183.6% | +205.2% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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