-35.3%
TSLL vs SIMO
+418.6%
-453.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.7% | -20.6% | -16.5% |
| 7D | +1.9% | +4.2% | -2.3% | -1.3% |
| 30D | +17.8% | +4.1% | +13.7% | +11.3% |
| 3M | -37.0% | -12.9% | -24.1% | -35.2% |
| 6M | -37.7% | +110.3% | -148.0% | -67.4% |
| YTD | -51.4% | +178.6% | -229.9% | -82.1% |
| 1Y | -23.4% | +220.0% | -243.4% | -75.7% |
| All | -35.3% | +418.6% | -453.9% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling