+203.1%
SIMO vs TYL
+5.0%
+198.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.7% | -16.1% | -13.9% |
| 7D | -31.4% | +15.1% | -46.5% | -28.6% |
| 30D | -45.2% | +30.1% | -75.2% | -41.4% |
| 3M | -36.5% | +40.4% | -76.9% | -31.6% |
| 6M | -34.2% | +31.3% | -65.5% | -28.6% |
| YTD | +69.9% | -5.2% | +75.1% | +94.4% |
| 1Y | +60.4% | -6.6% | +67.0% | +83.8% |
| All | +203.1% | +5.0% | +198.2% | +256.1% |
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