+408.0%
SIMO vs TMF
-83.0%
+491.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -8.5% | +0.6% | -9.1% | -8.4% |
| 30D | -34.8% | +16.3% | -51.1% | -34.0% |
| 3M | -32.8% | -2.7% | -30.2% | -32.7% |
| 6M | -32.0% | -13.2% | -18.9% | -32.4% |
| YTD | +87.0% | -16.7% | +103.7% | +85.8% |
| 1Y | +86.1% | -22.7% | +108.8% | +84.1% |
| 3Y | +226.4% | -26.1% | +252.5% | +224.8% |
| 5Y | +172.1% | -88.4% | +260.6% | +124.2% |
| 10Y | +408.0% | -81.8% | +489.9% | +383.1% |
| All | +408.0% | -83.0% | +491.0% | +383.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling