+220.0%
SIMO vs TW
-15.9%
+235.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +9.1% |
| 7D | +4.2% | -2.3% | +6.6% | +3.2% |
| 30D | +4.1% | +3.9% | +0.2% | +5.9% |
| 3M | -12.9% | +5.7% | -18.6% | -10.5% |
| 6M | +110.3% | -14.5% | +124.9% | +116.4% |
| YTD | +178.6% | -0.9% | +179.4% | +191.9% |
| 1Y | +220.0% | -13.5% | +233.5% | +236.3% |
| All | +220.0% | -15.9% | +235.9% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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