+2,233.7%
SIMO vs TD
+1,125.8%
+1,107.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.7% |
| 7D | -8.2% | -0.6% | -7.5% | -7.7% |
| 30D | -34.6% | +7.9% | -42.6% | -37.8% |
| 3M | -32.6% | +3.1% | -35.8% | -34.0% |
| 6M | -31.8% | +17.2% | -49.0% | -38.5% |
| YTD | +87.6% | +34.7% | +52.9% | +53.2% |
| 1Y | +86.7% | +56.9% | +29.8% | +37.7% |
| 3Y | +227.4% | +134.7% | +92.7% | +81.4% |
| 5Y | +173.0% | +104.8% | +68.2% | +61.0% |
| 10Y | +409.6% | +305.8% | +103.8% | +70.0% |
| All | +2,233.7% | +1,125.8% | +1,107.8% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling