-18.4%
TSLL vs SIMO
+214.6%
-233.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.5% | +6.5% |
| 7D | -21.2% | -22.0% | +0.8% | -10.3% |
| 30D | -13.3% | -43.0% | +29.7% | +14.5% |
| 3M | +15.4% | -39.1% | +54.5% | +41.4% |
| 6M | -34.2% | -33.3% | -0.9% | -25.4% |
| YTD | -52.9% | +77.0% | -129.9% | -78.4% |
| 1Y | -54.3% | +73.0% | -127.4% | -78.6% |
| 3Y | -18.4% | +215.7% | -234.1% | -77.5% |
| All | -18.4% | +214.6% | -233.0% | -77.5% |
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