+235.5%
SIMO vs TD
+61.8%
+173.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.7% |
| 7D | +14.5% | -1.9% | +16.4% | +15.5% |
| 30D | +20.4% | -1.6% | +22.0% | +21.7% |
| 3M | +7.1% | +4.6% | +2.5% | +5.7% |
| 6M | +129.2% | +26.8% | +102.4% | +110.9% |
| YTD | +201.9% | +28.3% | +173.6% | +173.2% |
| 1Y | +235.5% | +60.4% | +175.1% | +149.8% |
| All | +235.5% | +61.8% | +173.7% | +149.8% |
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 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