+407.5%
SIMO vs TD
+303.3%
+104.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -16.0% | -0.7% | -15.3% | -15.6% |
| 30D | -35.8% | +7.6% | -43.4% | -37.8% |
| 3M | -26.5% | +3.0% | -29.5% | -27.4% |
| 6M | -33.0% | +16.8% | -49.9% | -37.4% |
| YTD | +84.3% | +34.3% | +50.0% | +61.0% |
| 1Y | +82.0% | +56.0% | +26.0% | +48.4% |
| 3Y | +218.5% | +132.4% | +86.1% | +114.4% |
| 5Y | +175.0% | +103.7% | +71.4% | +93.9% |
| 10Y | +407.5% | +299.2% | +108.4% | +176.8% |
| All | +407.5% | +303.3% | +104.2% | +176.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling