+3,578.9%
SIMO vs TDY
+1,751.0%
+1,827.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +14.6% | -0.9% | +15.5% | +15.1% |
| 30D | +6.2% | -12.5% | +18.7% | +13.7% |
| 3M | +3.6% | -1.2% | +4.7% | +5.0% |
| 6M | +130.8% | -6.6% | +137.4% | +139.6% |
| YTD | +195.8% | +18.5% | +177.3% | +171.4% |
| 1Y | +225.0% | +10.8% | +214.2% | +208.2% |
| 3Y | +452.3% | +47.5% | +404.8% | +350.8% |
| 5Y | +303.6% | +35.8% | +267.8% | +234.0% |
| 10Y | +528.8% | +459.0% | +69.8% | +128.3% |
| All | +3,578.9% | +1,751.0% | +1,827.9% | +607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling