+220.0%
SIMO vs TDY
+11.8%
+208.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.4% |
| 7D | +4.2% | -1.8% | +6.0% | +5.5% |
| 30D | +4.1% | -10.7% | +14.8% | +11.8% |
| 3M | -12.9% | -1.3% | -11.6% | -10.4% |
| 6M | +110.3% | -10.6% | +120.9% | +120.6% |
| YTD | +178.6% | +19.6% | +159.0% | +152.4% |
| 1Y | +220.0% | +11.6% | +208.4% | +204.1% |
| All | +220.0% | +11.8% | +208.2% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling