-46.0%
TSLL vs SIMO
+94.5%
-140.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -3.7% |
| 7D | -9.4% | -16.9% | +7.4% | -5.1% |
| 30D | +1.6% | -35.4% | +36.9% | +13.4% |
| 3M | +29.4% | -31.9% | +61.3% | +40.0% |
| 6M | -20.1% | -19.3% | -0.8% | -15.3% |
| YTD | -44.5% | +98.5% | -143.0% | -55.0% |
| 1Y | -46.0% | +100.5% | -146.5% | -57.0% |
| All | -46.0% | +94.5% | -140.5% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling