+419.3%
SIMO vs TD
+128.3%
+291.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +9.3% |
| 7D | +4.2% | +0.3% | +3.9% | +4.0% |
| 30D | +4.1% | +0.4% | +3.7% | +4.0% |
| 3M | -12.9% | +7.6% | -20.5% | -15.3% |
| 6M | +110.3% | +25.0% | +85.4% | +92.3% |
| YTD | +178.6% | +31.0% | +147.6% | +149.2% |
| 1Y | +220.0% | +65.2% | +154.8% | +158.8% |
| All | +419.3% | +128.3% | +291.0% | +257.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling