+145.4%
SIMO vs TYL
-20.5%
+166.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.7% | -16.1% | -14.5% |
| 7D | -31.4% | +15.1% | -46.5% | -31.9% |
| 30D | -45.2% | +30.1% | -75.2% | -46.2% |
| 3M | -36.5% | +40.4% | -76.9% | -38.9% |
| 6M | -34.2% | +31.3% | -65.5% | -36.9% |
| YTD | +69.9% | -5.2% | +75.1% | +78.3% |
| 1Y | +60.4% | -6.6% | +67.0% | +68.8% |
| 3Y | +203.1% | +3.4% | +199.7% | +200.0% |
| 5Y | +145.4% | -19.3% | +164.7% | +183.4% |
| All | +145.4% | -20.5% | +166.0% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling