+384.8%
SIMO vs TMF
-84.4%
+469.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.1% |
| 7D | -22.0% | +1.2% | -23.2% | -21.9% |
| 30D | -43.0% | +19.7% | -62.8% | -42.3% |
| 3M | -39.1% | -2.1% | -37.0% | -39.0% |
| 6M | -33.3% | -13.4% | -19.8% | -33.6% |
| YTD | +77.0% | -16.7% | +93.7% | +75.8% |
| 1Y | +73.0% | -23.3% | +96.4% | +71.0% |
| 3Y | +215.7% | -24.8% | +240.5% | +214.6% |
| 5Y | +155.6% | -88.0% | +243.7% | +111.7% |
| All | +384.8% | -84.4% | +469.2% | +358.8% |
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 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