+696.0%
SIMO vs TW
+211.2%
+484.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +14.5% | -0.5% | +15.0% | +14.6% |
| 30D | +20.4% | -0.6% | +21.0% | +20.4% |
| 3M | +7.1% | +3.4% | +3.7% | +4.9% |
| 6M | +129.2% | -18.4% | +147.7% | +137.6% |
| YTD | +201.9% | -3.9% | +205.9% | +199.1% |
| 1Y | +235.5% | -13.3% | +248.8% | +240.8% |
| 3Y | +463.8% | +20.8% | +443.0% | +419.2% |
| 5Y | +306.7% | +20.3% | +286.4% | +269.2% |
| All | +696.0% | +211.2% | +484.7% | +465.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling