+3,365.1%
SIMO vs TD
+1,091.8%
+2,273.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +9.6% |
| 7D | +4.2% | +0.3% | +3.9% | +3.9% |
| 30D | +4.1% | +0.4% | +3.7% | +3.9% |
| 3M | -12.9% | +7.6% | -20.5% | -16.8% |
| 6M | +110.3% | +25.0% | +85.4% | +81.5% |
| YTD | +178.6% | +31.0% | +147.6% | +132.0% |
| 1Y | +220.0% | +65.2% | +154.8% | +128.6% |
| 3Y | +409.0% | +122.5% | +286.5% | +192.0% |
| 5Y | +277.3% | +124.8% | +152.5% | +107.8% |
| 10Y | +506.6% | +298.2% | +208.4% | +104.8% |
| All | +3,365.1% | +1,091.8% | +2,273.3% | +508.1% |
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