+170.0%
SIMO vs TMF
-88.6%
+258.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | +4.1% | -9.3% | +13.4% | +3.9% |
| 30D | -24.0% | +1.9% | -25.9% | -24.0% |
| 3M | -31.8% | -11.2% | -20.5% | -31.8% |
| 6M | -36.9% | -17.7% | -19.2% | -36.9% |
| YTD | +84.8% | -24.5% | +109.3% | +84.7% |
| 1Y | +99.0% | -29.4% | +128.4% | +98.8% |
| 3Y | +217.9% | -33.4% | +251.4% | +215.4% |
| All | +170.0% | -88.6% | +258.6% | +123.0% |
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