-20.1%
TSLL vs SIMO
-23.4%
+3.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -2.7% |
| 7D | -9.4% | -16.9% | +7.4% | -3.4% |
| 30D | +1.6% | -35.4% | +36.9% | +18.6% |
| 3M | +29.4% | -31.9% | +61.3% | +44.1% |
| 6M | -20.1% | -19.3% | -0.8% | -21.2% |
| All | -20.1% | -23.4% | +3.2% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling