+156.7%
SIMO vs TD
+101.6%
+55.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | -22.0% | -1.7% | -20.3% | -21.3% |
| 30D | -43.0% | +8.2% | -51.3% | -44.8% |
| 3M | -39.1% | +1.7% | -40.8% | -39.5% |
| 6M | -33.3% | +14.2% | -47.5% | -36.5% |
| YTD | +77.0% | +32.8% | +44.2% | +58.2% |
| 1Y | +73.0% | +55.5% | +17.5% | +45.0% |
| 3Y | +215.7% | +129.6% | +86.1% | +124.6% |
| All | +156.7% | +101.6% | +55.1% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling