-60.3%
TSLL vs SIMO
+106.7%
-166.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -14.4% | -7.5% | -14.8% |
| 7D | -28.9% | -31.4% | +2.5% | -14.6% |
| 30D | -21.4% | -45.2% | +23.7% | +4.1% |
| 3M | +5.0% | -36.5% | +41.5% | +23.9% |
| 6M | -36.6% | -34.2% | -2.4% | -27.7% |
| YTD | -56.6% | +69.9% | -126.6% | -75.8% |
| 1Y | -60.9% | +60.4% | -121.3% | -77.2% |
| 3Y | -25.2% | +203.1% | -228.4% | -71.2% |
| All | -60.3% | +106.7% | -166.9% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling