+6,728.0%
SIMO vs TMF
-69.1%
+6,797.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.6% | -15.0% | -14.3% |
| 7D | -31.4% | +2.7% | -34.1% | -31.0% |
| 30D | -45.2% | +19.3% | -64.5% | -43.4% |
| 3M | -36.5% | -3.7% | -32.8% | -36.5% |
| 6M | -34.2% | -11.3% | -22.9% | -35.0% |
| YTD | +69.9% | -16.6% | +86.5% | +66.7% |
| 1Y | +60.4% | -21.1% | +81.5% | +56.1% |
| 3Y | +203.1% | -26.8% | +230.0% | +198.7% |
| 5Y | +145.4% | -88.0% | +233.5% | +75.8% |
| 10Y | +368.9% | -84.7% | +453.6% | +296.1% |
| All | +6,728.0% | -69.1% | +6,797.1% | +7,985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling