+100.5%
SIMO vs TMF
-23.9%
+124.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.5% | -12.0% | -8.8% |
| 7D | -16.9% | +4.0% | -20.9% | -15.8% |
| 30D | -35.4% | +19.5% | -54.8% | -33.1% |
| 3M | -31.9% | -3.5% | -28.3% | -29.9% |
| 6M | -19.3% | -10.6% | -8.7% | -16.7% |
| YTD | +98.5% | -17.1% | +115.5% | +101.5% |
| 1Y | +100.5% | -24.3% | +124.8% | +98.8% |
| All | +100.5% | -23.9% | +124.4% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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