+596.0%
SIMO vs TDY
+479.2%
+116.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +6.7% |
| 7D | +11.0% | -1.1% | +12.2% | +11.6% |
| 30D | +17.9% | -12.0% | +29.9% | +24.8% |
| 3M | +3.9% | -3.2% | +7.1% | +6.1% |
| 6M | +131.0% | -7.9% | +138.9% | +140.1% |
| YTD | +209.3% | +18.2% | +191.1% | +188.1% |
| 1Y | +223.8% | +6.7% | +217.1% | +214.7% |
| 3Y | +479.2% | +47.5% | +431.7% | +391.7% |
| 5Y | +316.0% | +39.5% | +276.5% | +254.3% |
| All | +596.0% | +479.2% | +116.8% | +273.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling