+100.5%
SIMO vs TD
+61.0%
+39.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.8% | -12.4% | -10.6% |
| 7D | -16.9% | +1.4% | -18.3% | -17.2% |
| 30D | -35.4% | +10.2% | -45.6% | -37.9% |
| 3M | -31.9% | +8.1% | -40.0% | -33.9% |
| 6M | -19.3% | +22.3% | -41.6% | -21.9% |
| YTD | +98.5% | +39.0% | +59.4% | +82.7% |
| 1Y | +100.5% | +62.6% | +37.9% | +57.2% |
| All | +100.5% | +61.0% | +39.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling