-12.9%
SIMO vs TD
+8.4%
-21.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +10.5% |
| 7D | +4.2% | +0.3% | +3.9% | +3.2% |
| 30D | +4.1% | +0.4% | +3.7% | +4.1% |
| 3M | -12.9% | +7.6% | -20.5% | -33.0% |
| All | -12.9% | +8.4% | -21.3% | -33.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling