+270.1%
SIMO vs TMF
-87.5%
+357.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.7% |
| 7D | +4.2% | -1.4% | +5.7% | +4.2% |
| 30D | +4.1% | -2.8% | +6.9% | +4.1% |
| 3M | -12.9% | -10.9% | -2.0% | -12.9% |
| 6M | +110.3% | -21.3% | +131.7% | +110.3% |
| YTD | +178.6% | -15.9% | +194.5% | +178.5% |
| 1Y | +220.0% | -15.7% | +235.7% | +219.8% |
| 3Y | +409.0% | -43.4% | +452.4% | +404.7% |
| All | +270.1% | -87.5% | +357.6% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling