-33.3%
SIMO vs TD
+16.3%
-49.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.7% |
| 7D | -22.0% | -1.7% | -20.3% | -20.1% |
| 30D | -43.0% | +8.2% | -51.3% | -46.2% |
| 3M | -39.1% | +1.7% | -40.8% | -38.9% |
| 6M | -33.3% | +14.2% | -47.5% | -42.4% |
| All | -33.3% | +16.3% | -49.5% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling