-56.8%
TSLL vs SIMO
+115.2%
-172.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.5% | +6.6% |
| 7D | -21.2% | -22.0% | +0.8% | -10.9% |
| 30D | -13.3% | -43.0% | +29.7% | +12.9% |
| 3M | +15.4% | -39.1% | +54.5% | +40.0% |
| 6M | -34.2% | -33.3% | -0.9% | -25.4% |
| YTD | -52.9% | +77.0% | -129.9% | -74.2% |
| 1Y | -54.3% | +73.0% | -127.4% | -74.6% |
| 3Y | -18.4% | +215.7% | -234.1% | -69.1% |
| All | -56.8% | +115.2% | -172.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling