+270.1%
SIMO vs TYL
-25.2%
+295.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.0% | +12.7% | +9.2% |
| 7D | +4.2% | -3.7% | +7.9% | +4.6% |
| 30D | +4.1% | +18.7% | -14.7% | +1.2% |
| 3M | -12.9% | +18.1% | -31.0% | -16.3% |
| 6M | +110.3% | -1.1% | +111.5% | +111.1% |
| YTD | +178.6% | -19.8% | +198.4% | +195.5% |
| 1Y | +220.0% | -34.3% | +254.3% | +261.5% |
| 3Y | +409.0% | -8.2% | +417.3% | +399.1% |
| All | +270.1% | -25.2% | +295.3% | +300.1% |
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 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