+85.2%
SIMO vs TD
+56.4%
+28.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.9% |
| 7D | -8.2% | -0.6% | -7.5% | -7.4% |
| 30D | -34.6% | +7.9% | -42.6% | -36.2% |
| 3M | -32.6% | +3.1% | -35.8% | -32.8% |
| 6M | -31.8% | +17.2% | -49.0% | -32.7% |
| YTD | +87.6% | +34.7% | +52.9% | +76.3% |
| All | +85.2% | +56.4% | +28.8% | +51.2% |
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