+73.0%
SIMO vs TMF
-22.9%
+95.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.1% |
| 7D | -22.0% | +1.2% | -23.2% | -21.5% |
| 30D | -43.0% | +19.7% | -62.8% | -41.4% |
| 3M | -39.1% | -2.1% | -37.0% | -37.2% |
| 6M | -33.3% | -13.4% | -19.8% | -31.2% |
| YTD | +77.0% | -16.7% | +93.7% | +81.0% |
| 1Y | +73.0% | -23.3% | +96.4% | +81.6% |
| All | +73.0% | -22.9% | +95.9% | +81.6% |
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