+415.5%
SIMO vs TYL
-8.1%
+423.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.0% | +12.7% | +8.3% |
| 7D | +4.2% | -3.7% | +7.9% | +3.9% |
| 30D | +4.1% | +18.7% | -14.7% | +5.4% |
| 3M | -12.9% | +18.1% | -31.0% | -11.8% |
| 6M | +110.3% | -1.1% | +111.5% | +118.3% |
| YTD | +178.6% | -19.8% | +198.4% | +201.3% |
| 1Y | +220.0% | -34.3% | +254.3% | +263.4% |
| All | +415.5% | -8.1% | +423.6% | +433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling