+384.8%
SIMO vs TYL
+168.7%
+216.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +4.5% |
| 7D | -22.0% | +6.7% | -28.7% | -23.1% |
| 30D | -43.0% | +26.5% | -69.6% | -46.0% |
| 3M | -39.1% | +37.3% | -76.4% | -44.2% |
| 6M | -33.3% | +31.2% | -64.4% | -39.6% |
| YTD | +77.0% | -7.4% | +84.3% | +78.2% |
| 1Y | +73.0% | -9.6% | +82.6% | +75.4% |
| 3Y | +215.7% | +1.9% | +213.8% | +198.2% |
| 5Y | +155.6% | -21.1% | +176.7% | +163.0% |
| All | +384.8% | +168.7% | +216.1% | +224.4% |
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